Suppose X and S² are calculated from a random sample X₁,..., Xn drawn from a population with finite variance o2. We know that ES2o2. Prove that ES 0, then ES

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Suppose X and S2 are calculated from a random sample X₁,..., Xn drawn from a
population with finite variance o2. We know that ES2 = o². Prove that ES ≤ 0, and
if o2 > 0, then ES <o.
Transcribed Image Text:Suppose X and S2 are calculated from a random sample X₁,..., Xn drawn from a population with finite variance o2. We know that ES2 = o². Prove that ES ≤ 0, and if o2 > 0, then ES <o.
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