Mathematics, 18.01.2020 03:31 shavis123
Suppose y₁, 
are normally distributed with e(
) = µ, var(![y_i[/tex) = σ 2 , cov([tex]y_i[/tex , [tex]y_j[/tex ) = rhoσ². br / define y¯ = 1 n [tex]p_n](/tex.php?f=y_i[/tex) = σ 2 , cov([tex]y_i[/tex , [tex]y_j[/tex ) = rhoσ². br / define y¯ = 1 n [tex]p_n)
i=1 ![y_i[/tex and s₂ = 1 n−1 [tex]p_n](/tex.php?f=y_i[/tex and s₂ = 1 n−1 [tex]p_n)
i=1([tex]y_i[/tex − y¯ )².
are y , s ¯ 2 independent?
is s 2 an unbiased estimator of σ²?
Answers: 1
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Suppose y₁, [tex]y_n[/tex] are normally distributed with e([tex]y_i[/tex]) = µ, var([tex]y_i[/tex) =...
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