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Exercise 6.3 - $\hat{\sigma}^{2}_{\text{MLE}}$ is biased
Answers
Consider:
The second term on the r.h.s. contains components that equal to and components that equal to , where . For the third term, the numbers are and , thus:
so is . The unbiased estimation, of which one who has taken several elementary courses on probability and statistics should have been very familiar, is: