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Question

Statistics Question on Multivariate Distributions

Let 𝑋1, 𝑋2,𝑋10 be a random sample from an 𝑁(0, 𝜎2 ) distribution, where 𝜎>0 is an unknown parameter. For some real constant 𝑐, let 𝑌=𝑐10i10=1𝑋𝑖\frac{ 𝑐}{10} ∑^{10}_i=1 |𝑋_𝑖 | be an unbiased estimator of 𝜎 . Then, the value of 𝑐 equals ________ (round off to two decimal places)

Answer

The correct answer is: 1.24 to 1.26 (approx)