Let x₁,x₂,...,xₙ be n pairwise uncorrelated random variables with common mean μ and common variance σ². Let Xˉ denote the sample average. Define the class of linear estimators of μ by N=a₁x₁+a₂x₂+...+aₙxₙ , where a₁,a₂,...,aₙ are constants.

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09-07-2024
Mathematics

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Let x₁,x₂,...,xₙ be n pairwise uncorrelated random variables with common mean μ and common variance σ². Let Xˉ denote the sample average. Define the class of linear estimators of μ by N=a₁x₁+a₂x₂+...+aₙxₙ , where a₁,a₂,...,aₙ are constants.

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Let x₁,x₂,...,xₙ be n pairwise uncorrelated random variables with common mean μ and common variance σ². Let Xˉ denote the sample average. Define the class of linear estimators of μ by N=a₁x₁+a₂x₂+...+aₙxₙ , where a₁,a₂,...,aₙ are constants.

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