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Thread: Math Statistic Homework help

  1. #1
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    Math Statistic Homework help

    please i need help with this!

    (a) Let X1, X2, ...,X4 be a random sample from a population that has mean and variance σ2.

    Find E [(X1-X2)2] and hence the value of k such that
    T = k[(X1-X2)2 + (X3-X4)2]
    is an unbiased estimator of σ2.

  2. #2
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    Re: Math Statistic Homework help

    Is that (X1-X2)^2 ? If so, consider the identity Var(X) = E(X^2) - E^2(X).

    A further hint is that you'll want to expand (X1-X2)^2, and use the linearity of the Expectation operator.

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