GATE EE 2023 Set 1 — Question 25
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Engineering Mathematics → Probability → Expectation & Variance
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Question
One million random numbers are generated from a statistically stationary process with a Gaussian distribution with mean zero and standard deviation . The is estimated by randomly drawing out 10,000 numbers of samples (). The estimates are computed in the following two ways.Which of the following statements is true?
Correct answer
(C) E(σ₁²) = σₒ²
Solution
For a Gaussian process with a known mean of zero, the estimator is an unbiased estimator of the variance . Taking the expectation:
Since the mean is zero, .
Thus, .
Therefore, statement (C) is true.
Since the mean is zero, .
Thus, .
Therefore, statement (C) is true.
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