Answer Happy

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.