An estimate of the variance of x using two samples

Reference no: EM131084001

Given the iid samples X₁, X₂,... of X, define the sequence Y₁, Y₂,... by

Note that each Y_k is an example of V'₂, an estimate of the variance of X using two samples, given in Theorem 7.11. Show that if E[X^k] _n(Y) is a consistent, unbiased estimate of Var[X].

Theorem 7.11

The estimate

Is an unbiased estimate of Var[X].

Reference no: EM131084001

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