Sahil C.

asked • 04/19/20

Prove that sample variance is not an unbiased estimator of population variance

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Tom K. answered • 04/19/20

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An obvious example of this is the Cauchy distribution. With this distribution, the variance is infinite, while any sample would generate a finite value.

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Tom K.

Someone questioned this answer. Any formula for variance, say the traditional 1/n-1 * the sum of (x - x-bar)^2 will produce a finite value. The distribution mentioned has an infinite variance, so any formula producing a finite value as the above will be wrong.
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04/21/20

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