Note that this implies that the sample standard deviation


Show that in all interesting cases, if ˆθ2 is an unbiased estimator of θ2, then ˆθ is not an unbiased estimator of θ. What are the uninteresting cases? Note that this implies that the sample standard deviation is not an unbiased estimator of the population standard deviation.

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Basic Statistics: Note that this implies that the sample standard deviation
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