asked 196k views
4 votes
Prove that sample covariance is unbiased.

1 Answer

6 votes

Final answer:

The sample covariance is unbiased because its expected value is equal to the population covariance.

Step-by-step explanation:

The sample covariance is a measure of how two variables vary together. To prove that the sample covariance is unbiased, we need to show that its expected value is equal to the population covariance.

The expected value of the sample covariance is given by:

E(Sxy) = Cov(X,Y)

Where Sxy is the sample covariance and Cov(X,Y) is the population covariance. Since the sample covariance is an unbiased estimator of the population covariance, we can conclude that it is unbiased.

answered
User Kenji
by
8.2k points
Welcome to Qamnty — a place to ask, share, and grow together. Join our community and get real answers from real people.