I have this estimator

T= (X_1 + X_2 +X_3 +......+ X_n)/n

now the variance of T should be Var(X)/(n^2) ? right?

because my teacher has written Var(X)/n

where am I wrong? where?

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- Dec 31st 2007, 09:41 AM0123variance
I have this estimator

T= (X_1 + X_2 +X_3 +......+ X_n)/n

now the variance of T should be Var(X)/(n^2) ? right?

because my teacher has written Var(X)/n

where am I wrong? where? - Dec 31st 2007, 10:31 AM0123
No I think I got it

it is because (Var[ X_1+ ...+X_n])/n^2= Var X_1+....+VarX_n/n^2=

n Var(X) /n^2 = VarX/n

because it's not that X_1=X_2 but their variance. Okay. Do not consider thsi post.