Answered: If X1, X2, ... , Xn constitute a random…

If X1, X2, ... , Xn constitute a random sample from anormal population with μ = 0, show that ni=1X2inis an unbiased estimator of σ2.

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter13: Probability And Calculus

Section13.2: Expected Value And Variance Of Continuous Random Variables

Problem 10E

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If X1, X2, ... , Xn constitute a random sample from a
normal population with μ = 0, show that

n
i=1
X2
i
n
is an unbiased estimator of σ2.

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