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Q10Section A (Section A)10 of 60

Pairwise-difference estimator of the variance

Let X1,X2,…,XnX_{1},X_{2},…,X_{n} be i.i.d. random variables having N(μ,σ2)N(\mu,\sigma^{2}) distribution, where μ∈R\mu\in\mathbb{R} and σ>0\sigma>0. Define W=12n2∑i=1n∑j=1n(Xi−Xj)2W=\frac{1}{2n^{2}}\sum_{i=1}^{n}\sum_{j=1}^{n}\left(X_{i}-X_{j}\right)^{2} Then WW, as an estimator of σ2\sigma^{2}, is

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