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Exercise 6. (10 points) Let X1,X2,,Xn be mutually independent and identically distributed
random variables with means and variance 2. Let X=(i=1nXi)/n. Show that
k=1n(XkX)2=k=1n(Xk)2n(X)2 and hence E[k=1n(XkX)2]=(n1)2

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Exercise 6. (10 points) Let X1,X2,�,Xn be mutually independent and id.pdf

  • 1. Exercise 6. (10 points) Let X1,X2,,Xn be mutually independent and identically distributed random variables with means and variance 2. Let X=(i=1nXi)/n. Show that k=1n(XkX)2=k=1n(Xk)2n(X)2 and hence E[k=1n(XkX)2]=(n1)2