Reference

Unbiased Estimator for Normal σ2\sigma^2 parameter

See this youtube video for a explanation for why E[σ^m2]=E[1m1i=1m(x(i)μ^m)2]\mathbb{E}[\hat{\sigma}^2_m] =\mathbb{E}\left[\frac{1}{m - 1}\sum_{i=1}^m \left(x^{(i)} - \hat{\mu}_m\right)^2\right] is an unbiased estimator for the variance σ2\sigma^2.

0

1

Updated 2021-05-24

Tags

Data Science