37 views

1k views

### Bounds for the population variance?

Suppose we have i.i.d. samples $x_1$, $\ldots$, $x_n$ for a (potentially non-normal) random variable $X$ with finite moments. We can use these samples to construct an unbiased estimates of the ...
351 views

### Comparison between MAD and SD

I am reading Huber's Robust Statistics (2nd). On page 2 and 3 he gave an example. The basic facts are summarized here. Let $(X_n)$ be a sequence of random variables and define two measures of spread ...
255 views

### Proving Asymptotic distribution of $\sqrt n( \widehat\sigma^2 -\sigma^2)$

I am looking at trying to derive an expression for the asymptotic distribution. We have $X_1,\ldots, X_n$ i.i.d $N(\mu, σ^2)$. So we have defined $\hat \sigma^2 = \frac 1n \sum_{i=1}^n(X_i-\mu)^2$. (...