Q: Suppose we take a random sample of size n from a N (0,1) populations. Consider two estimators of simga squared.

Two estimators equations and tables can be seen here:

http://imgur.com/gfZK2wJ

Compare of s^2 and SM^2 for their bias, variances and MSE.

I don't really know how to approach this problem. How can there be negative bias?

Two estimators equations and tables can be seen here:

http://imgur.com/gfZK2wJ

Compare of s^2 and SM^2 for their bias, variances and MSE.

I don't really know how to approach this problem. How can there be negative bias?

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