When is the following unbiased?

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SUMMARY

The discussion centers on the conditions under which the expression $$\pi_{1}S_{1}^2 + \pi_{2}S_{2}^2 + \pi_{3}S_{3}^2$$ is unbiased, given sample variances $$S_{1}^2, S_{2}^2, S_{3}^2$$ from populations with common variance $$\sigma^2$$. Participants clarify that while sample variances are generally unbiased estimators of the population variance, the weights $$\pi_{1}, \pi_{2}, \pi_{3}$$ must be appropriately defined to ensure the overall expression remains unbiased. The discussion emphasizes the necessity of understanding how sample sizes $$n_{1}, n_{2}, n_{3}$$ influence the bias of the estimators.

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Homework Statement


Let $$S_{1}^2, S_{2}^2, S_{3}^2$$ be sample variances of sample size $$n_{1}, n_{2}. n_{3}$$ respectively. The populations have means $$\mu_{1}, \mu_{2}, \mu_{3}$$ respectively with common variance $$\sigma^2.$$

When is $$\pi_{1}S_{1}^2 + \pi_{2}S_{2}^2 + \pi_{3}S_{3}^2$$
unbiased?

Homework Equations

The Attempt at a Solution



I was under the impression that the sample variance was always unbiased. Wouldn't the expected value of the above expression always yield the same expression?[/B]
 
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How are the S defined? They might be biased estimators for σ2, then you have to account for that.
 

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