Let P be a distribution on R with variance σ2. Let X1, and let S2 be...

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Let P be a distribution on R with variance σ2. Let X1, and let S2 be the associated unbiased estimator of σ2. 1, ,Xn be a random sample form P n-1 i-1 Show that 4 2ơ 2 Wa Feel free to Cheat and use the fact that (n - 1)s2 2 n-1 (Can you do it without Cheating?)

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n-l We knovo that n-s 2 n- l 27 η var(e), h -I

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