Re: Calculating The "Average" Function Of Xn
Thanks for your quick reply. I have managed to duplicate the variance result for hypothesis zero of example 2.8. The error had nothing to do with averaging. I don't use a generic x but simply calculate the average of all of the g's generated by the test data sets. This averaged g is evaluated at each data point where comparison with g(x) is required. It seems to work for the constant value case.
The book says that the average g is calculated for "a particular x" and is interpreted as the expected value of the random variable gbar(X). Is this particular x value the "generic" value?
