Distribution of Estimators

r007k

New Member
#1
What happens to sigma in when you have different distributions ?

if Ri~G(u,sigma)....then what happens to sigma if (Summation Ri ) / n ?

do you sqrt(sigma^2 * (1/n)^2) ?

thanks,

r007k
 
#2
r0007k,

If Ri's are independent, as a general rule, we have:

Var(Xbar)=Var(Xi)/n

where Xbar = (Summation Ri ) / n, and Var is sigma^2.