(i) Find E(X) and var(X). (ii) Using Σ(X; – X)2 = Σ{(X; – μ) + (μ – Χ)}2 show that n n Σ(x; − x)2 = Σ(X; - μ) – n(Χ - μ). i=1 i=1 By taking expectations show that E(S2) = 62.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Question 2
Suppose X₁,..., Xn is a random sample from a distribution with mean µ and variance o².
Let X = Σï=1 X₁/n and S² = Σï_1(Xį – X)²/(n − 1) be the sample mean and variance.
(i) Find E(X) and var(X).
(ii) Using Σ(Xį – X)² = Σ{(Xi − µ) + (μ − X)}² show that
n
n
Σ(X; - X)² = [(X; − µ)² – n(X − µ)².
− – – -
i=1
i=1
By taking expectations show that E(S²) = o².
Transcribed Image Text:Question 2 Suppose X₁,..., Xn is a random sample from a distribution with mean µ and variance o². Let X = Σï=1 X₁/n and S² = Σï_1(Xį – X)²/(n − 1) be the sample mean and variance. (i) Find E(X) and var(X). (ii) Using Σ(Xį – X)² = Σ{(Xi − µ) + (μ − X)}² show that n n Σ(X; - X)² = [(X; − µ)² – n(X − µ)². − – – - i=1 i=1 By taking expectations show that E(S²) = o².
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