Question

Could u help me with this question please?

In doing simulations that use the sample mean Xn as estimator, one approach is to store Xi + X2 + + Xk at the kth iteration and on finishing divide Xi+ +Xn by n. (o) Give a formula that will compute X, at the kth iteration using only Xa i and Xk. (Initialize X,-0.) (b) (Optional-worth thinking about.) Similarly, with S = 0, S = ( )S2-1 + k(Xk-Xk-1)2 gives the sample variance at the kth itera- tion. Show this. (These formulas will spare a possibly gigantic division at the end

Answer 1

Solution for part - (a)

Hint fot optional subpart (b) :