Let X1, . . . ,Xn be iid with mean μ and finite variance sigma^2. Consider the following estimator for μ: T = 1/(n − 1) * The sum of Xi for i=1 to n
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Let X1, . . . ,Xn be iid with mean μ and finite variance sigma^2. Consider the following estimator for μ:
T = 1/(n − 1) * The sum of Xi for i=1 to n
(a) Compute the bias of T.
(b) Compute the standard error of T.
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