Can I read Sample Variance Consistency Proof on EtoBox?
Sample Variance Consistency Proof by Seungho Lee is a document available to read on EtoBox.
What is Sample Variance Consistency Proof about?
The document proves that the sample variance is a consistent estimator of the true variance of a random variable. It first presents a theorem on convergence in probability that will be useful. It then shows that the sample variance can be broken down into pieces that individually converge in probability to the true variance or related quantities. By applying the theorem, the sample variance is proven to converge in probability to the true variance, making it a consistent estimator.
- Author
- Seungho Lee
- Language
- EN