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TondthemeanofS2webeginwiththeidentitynXi1Xi2nXi1XiXX2nXi1XiX2nXi1XiXXnX2nXi1XiX2nX2ThenES2E1 nnXi1Xi2X21 nn21 n2n1 n2This

TondthemeanofS2 webeginwiththeidentitynXi=1(Xi)2=nXi=1((XiX)+(X))2=nXi=1(XiX)2+nXi=1(XiX)(X)+n(X)2=nXi=1(XiX)2+n(X)2Then ES2=E"1 nnXi=1(Xi)2(X)2#=1 nn21 n2=n1 n2:This

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