Hi guys,

I was wondering if any of you understand the step from 5.38 → 5.39 on page 123?

I thought the definition of Var[X] was simply:

Var[X] = \mathbb{E}[(x-\mu)^2] = \sigma^2

So then we have:

\mathbb{E}[\sigma^2_m] = \mathbb{E}[\frac{1}{m}\sum^m_{i=1}(x-\mu)^2]

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