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Math Help - variance

  1. #1
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    Joined
    Nov 2006
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    139

    variance

    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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  2. #2
    Member
    Joined
    Nov 2006
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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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