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What is an unbiased estimator? Proof sample mean is unbiased and why we divide by n-1 for sample var

Stats4Everyone 132,554 lượt xem 3 years ago
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In this video I discuss the basic idea behind unbiased estimators and provide the proof that the sample mean is an unbiased estimator. Also, I show a proof for a sample standard variance estimator that uses n in the denominator, and show that it is a biased estimator, therefore we use n-1 in the denominator to obtain an unbiased estimator for the population variance.

At 12:09 I say Var(X) = E(X^2) - E(X)^2 ... Where did this come from??? Here is a video with more detail: https://youtu.be/551Q9QOKRns

At 13:05 I say that the Variance of the Sample Mean equal to Sigma^2/n. BUT WHY??? Here is a video with more detail: https://youtu.be/XymFs3eLDpQ

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