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Chi square problem

  1. Sep 25, 2008 #1
    1. The problem statement, all variables and given/known data
    [tex] W = \frac{vS^2}{\sigma^2}[/tex], distributed as [tex]X^2_v[/tex]
    Find [tex] E(s^2) and Var(s^2)[/tex]

    2. Relevant equations
    [tex] E(W) = v , Var(w)=2v[/tex]


    3. The attempt at a solution
    Have been trying to figure this out with no luck. Can I use MLE for variance to show [tex]Var(s^2)= \sigma^2[/tex]? Really don't know how to get started on this, any pointers would be appreciated.
    DIM
     
  2. jcsd
  3. Sep 25, 2008 #2

    statdad

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    Homework Helper

    Remember that for any random variable [tex] X [/tex] and constant [tex] k [/tex]

    [tex]
    E(kX) = kE(X), \quad Var(kX) = k^2 Var(X)
    [/tex]
     
  4. Sep 25, 2008 #3
    Thank you,
    Sheesh, should have posted my question .....days ago, pretty simple really.
    Dimmer.
     
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