GATE EE 2023 Set 1 — Question 25

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MCQ+1 / -0.33MediumExpectation & VarianceProbabilityEngineering MathematicsNormal DistributionStatistics & DistributionsSampling Theorems

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 σo\sigma_o. The σo\sigma_o is estimated by randomly drawing out 10,000 numbers of samples (xnx_n). The estimates σ^1,σ^2\hat{\sigma}_1, \hat{\sigma}_2 are computed in the following two ways.σ^12=110000n=110000xn2σ^22=19999n=110000xn2\hat{\sigma}_1^2 = \frac{1}{10000} \sum_{n=1}^{10000} x_n^2 \quad \hat{\sigma}_2^2 = \frac{1}{9999} \sum_{n=1}^{10000} x_n^2Which of the following statements is true?
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