1. Observation 1 2 ….. i …… n ……….M 1 X11 X21 Xi1 Xn1 M.1
is an unbiased estimate of
Consider the following data matrix.
Note that
To obtain the mean squared deviation of each observation in the data matrix
about the grand mean of all observations, we may proceed as follows:
As N approaches infinity the distribution of all N observations in the data
matrix approaches the distribution of the population from which each
was sampled.
Observation
….. i …… n ……….M
X X Xi Xn M.1
X X Xi Xn2 M.2
j X1j X2j Xij Xnj M.j
N X1N X2N XiN XnN M.N
Sample

2. continued