Refer to Exercise 5.3.a. Find the sampling distribution of

Chapter 5, Problem 13E

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QUESTION:

Problem 13E

Refer to Exercise 5.3.

a. Find the sampling distribution of s2.

b. Find the population variance σ2.

c. Show that s2 is an unbiased estimator of σ2.

d. Find the sampling distribution of the sample standard deviation s.

e. Show that s is a biased estimator of σ.

Questions & Answers

QUESTION:

Problem 13E

Refer to Exercise 5.3.

a. Find the sampling distribution of s2.

b. Find the population variance σ2.

c. Show that s2 is an unbiased estimator of σ2.

d. Find the sampling distribution of the sample standard deviation s.

e. Show that s is a biased estimator of σ.

ANSWER:

Solution

Step 1 of 5

a) We have to find the sampling distribution of s2 

From the data given in exercise we have find s2 

Now calculate the s2 values for each sample

For the sample (1,1)  

 Then s2 =[(1-1)2+(1-1)2]/1

              =0

For the sample (1,2)  

 Then s2 =[(1-15)2+(2-1.5)2]/1

              =0.5

Calculate the  s2 values for all the remaining samples

s2

p(s2)

s2

p(s2)

0

0.04

0.5

0.04

0.5

0.06

2

0.02

2

0.04

4.5

0.04

4.5

0.04

2

0.06

8

0.02

0.5

0.04

0.5

0.06

0

0.04

0

0.09

0.5

0.02

0.5

0.06

8

0.02

2

0.06

4.5

0.03

4.5

0.03

2

0.02

2

0.04

0.5

0.02

0.5

0.06

0

0.01

0

0.04

Now the sampling distribution of s2  is

s2

0

0.5

2

4.5

8

p(s2)

0.22

0.36

0.24

0.14

0.04


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