This preview has intentionally blurred parts. Sign up to view the full document

View Full Document

Unformatted Document Excerpt

Suppose S = { X 1 ,...,X n } is a simple random sample from a population with and finite variance 2 < . Show that the sample mean X is an unbiased estimator for , so is sample variance s 2 for 2 . 1. Before moving to formal proofs, there are several properties regarding expectation and variance as we metioned in early chapters: E ( aX + b ) = aE ( X ) + b. (1) This property is called linearity of expectation, which naturally implies E ( X 1 + ... + X n ) = E ( X 1 ) + E ( X 2 +... View Full Document

End of Preview

Sign up now to access the rest of the document