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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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.
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