given that: .
I want to show that
However, when i reached: , i was puzzled on finding ?
Since which variance should I use, s.r.s or i.i.d?
or maybe is there any better way to prove it?
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is (chi-square distriubtion with (n-1) degrees of freedom)
If you want to try and prove that statement, use the fact that and are independent.
since the expected value of a chi-square distribution with k degrees of freedom is k
Hi tks for the reply.
In addition to this, I've read book stating that the best estimator is as compared to this answer showing that .
Any explaination for this?
Here's a much better proof that doesn't involve knowing anything about the chi-square distribution:
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