16:1816:18, 30 April 2014diffhist+1
Jackknife resampling
since theta = Xbar, Var(theta) = Var(Sum {i 1 to n} of Xi /n) = Sum {i 1 to n} Var(Xi/n) (by linearity) = nVar(Xi) / n^2 (because Xi are identically distributed) = sigma^2 / n and NOT JUST sigma^2
16:1816:18, 30 April 2014diffhist+1
Jackknife resampling
since theta = Xbar, Var(theta) = Var(Sum {i 1 to n} of Xi /n) = Sum {i 1 to n} Var(Xi/n) (by linearity) = nVar(Xi) / n^2 (because Xi are identically distributed) = sigma^2 / n and NOT JUST sigma^2