7.4 Statistical Inference 287 ssiance ofthe sample mean for independent, identically distributed random variables is | Example 7.14 BOM — B(My))"] = EL (My — px)"] 7.4.2.2) Les “te > Dxax@ uxt 3x0 +08] Bs a J > EX GX (HI ~ 2x 5 wD EXO + wk N)nR + NEOE)] — 2k + wR SLOP AR + NOR — 1 N ‘be variance of the sample mean approaches zero as the numberof samples increases he variance of the estimator is a measure of the spread of the probability density n of © with respect to its expected value, as Figure 7.10 shows. 7-4 Consider the single point estimator of Quiz 7.3. What is the variance of this, or of the mean? Let the true variance of the random process be a. 75 _Is the single point estimator of the mean in Quiz 7.4 a better estimator than senple mean? Discuss. using the Chebyshev inequality we can show that the probability that the sam- Sean approaches the true mean will approach one as N approaches infinity. This is 2s follows: PL fix — Elfix]| = €) = (7.4.2.3) PLL Bx = wx = (74.2.4) sult can be written in ts compliment form as. Ne? as says that the probability of the difference between the sample mean and the sean is less than some error, e, and that the probability of this inequality will ap. ne as N approaches infinity. Pl fix — xl <= 1 7.425)