Let X1,...,Xn denote a random sample from a distribution. Let and let and where b does not depend on y.

Show that

So:

Kinda stuck here. Not sure what the expectation of is.

Any help would be appreciated.

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- January 5th 2010, 07:33 PMstatmajorRisk/Loss functions
Let X1,...,Xn denote a random sample from a distribution. Let and let and where b does not depend on y.

Show that

So:

Kinda stuck here. Not sure what the expectation of is.

Any help would be appreciated. - January 10th 2010, 09:52 PMmatheagle
first of all ....

As for we have....

and

So

So, if you want - January 11th 2010, 07:41 AMstatmajor
Thanks for the help, but I already solved the problem by doing the following:

and I know what the expecation and variance of the sample variance (sample from normal distribution) is.

But thanks for your help none the less - January 11th 2010, 04:00 PMmatheagle