The problem:
Let x1, x2, x3, ..., x7 be observations of the independent random variables X1, X2, X3, ..., X7, such that E(Xi) = μ and Var(Xi) = σ2
Let
σobs2 = c(x22 + x62 - ½((x1 + x7)2)
Be the point-estimation of σ2
Determine the constant c so that
σobs2becomes unbiased.
Here is my attempt:
E(σobs2) = cE(x22 + x62 - ½((x1 + x7)2)) = c(E(x22) + E(x62) - E(½((x1 + x7)2)) =
c(E(x22) + E(x62) - ½E((x1 + x7)2))) = c(E(x22) + E(x62) - ½E(x12 - 2x1x72 + x72)) =
c(E(x22) + E(x62) - ½(E(x12) -2E(x1x7) + E(x72))) = ...
This is where I get stuck, is there anyone who can give me a hint? I am trying to get E(σobs2) = σ2
I am really thankful for any help or advice on this.
Update:
E(σobs2) = cE(x22 + x62 - ½((x1 + x7)2)) = c(E(x22) + E(x62) - E(½((x1 + x7)2)) =
c(E(x22) + E(x62) - ½E((x1 + x7)2))) = c(E(x22) + E(x62) - ½E(x12 - 2x1x72 + x72)) =
c(E(x22) + E(x62) - ½(E(x12) -2E(x1x7) + E(x72))) =
c(E(x22) + E(x62) - ½(E(x12) -2E(x1)E(x7) + E(x72))) =
c(E(x22) + E(x62) - ½E(x12) + E(x1)E(x7) - ½E(x72)) =
c(E(x22) + E(x62) - ½E(x12) + E(x1)E(x7) - ½E(x72)) =
c(V(x2) + E2(x2) + V(x6) + E2(x6) - ½V(x1) + -½E2(x1) + E(x1)E(x7) - ½V(x7) - ½ E2(x7)) =
c(V(x2) + V(x6) - ½V(x1) - ½V(x7) + E2(x2) + E2(x6) -½E2(x1) - ½ E2(x7) + E(x1)E(x7)) =
c(σ2 + σ2 - ½σ2 - ½σ2 + μ2 + μ2 - ½μ2 - ½ μ2 + μ2)=
c(σ2 + σ2 - σ2 + μ2 + μ2 - μ2 + μ2) =
c(σ2 + μ2 + μ2) =
c(σ2 + 2μ2)