Let X₁,..., Xn be iid n(u,02). Find a function of S2, the sample variance, say g(S²), that satisfies Eg(S²) = =o. (Hint: Try g(S2) = c√S2, where c is a constant.)

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Let X₁,..., Xn be iid n(µ, 0²). Find a function of S², the sample variance, say g(S²),
that satisfies Eg(S²) =o. (Hint: Try g(S²) = c√S², where c is a constant.)
Transcribed Image Text:Let X₁,..., Xn be iid n(µ, 0²). Find a function of S², the sample variance, say g(S²), that satisfies Eg(S²) =o. (Hint: Try g(S²) = c√S², where c is a constant.)
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