TU Wien:Statistik und Wahrscheinlichkeitstheorie UE (Bura)/Übungen 2019W/5.4
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- Unbiasedness of the empirical variance
Let n ≥ 2 and be i.i.d. (independent and identically distributed) random varia- bles, with . Calculate the expectation of the empirical variance
What would have been the expectation if in we had scaled with n instead of n − 1?