ai = 1/n where n is the sample size.
To get Var(T), read 4.1 of Variance - Wikipedia, the free encyclopedia
hi guys,
I need some help with this question:
define a condition of the coefficient ai, so that the linear combination
T=sum(ai*Xi)
will be an unbiased estimator of E(X).
Find the variance of T if you assume that a sample of size n was taken from a population with:
sigma^2<infinity
cheers !
ai = 1/n where n is the sample size.
To get Var(T), read 4.1 of Variance - Wikipedia, the free encyclopedia