Proof that the Sample Variance is an Unbiased Estimator of the Population Variance
jbstatistics
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Proof that the Sample Variance is an Unbiased Estimator of the Population Variance
508 196 просмотров · 12 лет назад
jbstatistics
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508 196 просмотров · 12 лет назад
A proof that the sample variance (with n-1 in the denominator) is an unbiased estimator of the population variance.
In this proof I use the fact that the sampling distribution of the sample mean has a mean of mu and a variance of sigma^2/n. If you need that to be shown as well, I show that in this video: • Deriving the Mean and Variance of the Samp... .