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Sample mean vector and sample variance

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Suppose X1, . .. , Xn are iid p x 1 dimensional random vectors from a population with mean vector Mpx1 and covariance matrix Epxp. Let X and S be the sample mean vector and sample variance-covariance matrix, respectively. Show that they are unbiased estimators of u and E, respectively.

Reference no: EM132855347

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