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Q21Section I (Objective (Q1–Q80))21 of 79

Statistical Inference — unbiased estimator of normal sigma

Let x1,x2,…,xnx_1,x_2,…,x_n be a random sample from Normal distribution N(μ,σ2)N(\mu,\sigma^2). Assume that μ\mu is known and σ\sigma is unknown. Define an estimator T as T=k∑i=1n(xi−μ)2nT=k\sqrt{\frac{\sum_{i=1}^n(x_i-\mu)^2}{n}}. Then the constant k for T to be unbiased estimator of σ\sigma is:

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