correction.....
is a chi square distribution with 1 degrees of freedom
is a chi square distribution with n degrees of freedom
so
now switch the constants....
Let X1,...,Xn denote a random sample from a normal distribution with mean zero and variance . Show that is an unbaised estimator of and it's variance is
I know that is a chi square distribution with n degrees of freedom, and hence, it's expectation is just n.
I'm just not sure how to use this fact.
Any help would be appreciated.