Sampling Distribution of Means: Basic Theorems

1

• is an unbiased
  estimate of .
• Consider the following data matrix.
• Note that
• To obtain the mean squared deviation of each
  observation in the data matrix

Observation
1 2 .. i n .M 1
X11 X21 Xi1 Xn1
M.1 2 X12 X22 Xi2
Xn2 M.2 . .
. . . .
. . j
X1j X2j Xij
Xnj M.j . .
. . .
. .
. N X1N X2N XiN
XnN M.N
Sample
2
continued