5.15 Establish the following recursion relations for means and variances. Let Ăn and S² be the mean and variance, respec

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5 15 Establish The Following Recursion Relations For Means And Variances Let An And S Be The Mean And Variance Respec 1 (75.99 KiB) Viewed 11 times

5.15 Establish the following recursion relations for means and variances. Let Ăn and S² be the mean and variance, respectively, of X₁, ..., X₂. Then suppose another observation, Xn+1, becomes available. Show that (a) Xn+1 = Xn+1+nXn n+1 (b) nS2+1 = (n − 1)S ²/2 + (7₁) (Xn+1 − În)².