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Jackknife standard error from leave-one-out estimates

You estimate a statistic by the jackknife: with n=4n = 4 observations, you delete one point at a time and recompute the statistic on the remaining three, giving four leave-one-out estimates:

θ^(1)=10,θ^(2)=12,θ^(3)=14,θ^(4)=16.\hat{\theta}_{(1)} = 10, \quad \hat{\theta}_{(2)} = 12, \quad \hat{\theta}_{(3)} = 14, \quad \hat{\theta}_{(4)} = 16.

Compute the jackknife estimate of the standard error.

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