template.qmd

---
title: "Expert advice from experts"
author:
- name: Professor Marie Curie
  degrees: Nobel Prize, PhD
  email: mcurie.notreal@gmail.com
- name: Dr Pierre Curie
  degrees: Nobel Prize, PhD
phone: (03) 9905 2478
email: BusEco-Econometrics@monash.edu
organization: Acme Corporation
bibliography: references.bib
format: report-pdf
---

# Introduction

In a famous paper, @BC64 introduced a family of transformations \dots

```{r}
#| label: fig-density
#| fig-cap: Simulated data from a N(0,1) distribution.
library(tidyverse)
set.seed(2022-12-20)
df <- tibble(x = rnorm(200))
df |>
  ggplot(aes(x=x)) +
  geom_density(bw = "sj") +
  geom_rug()
```

@fig-density shows a kernel density estimate of simulated data from a N(0,1) distribution. The sample variance is given by
$$
  s^2 = \frac{1}{n-1} \sum_{i=1}^n (x_i-\bar{x})^2 = `r round(sd(df$x), 2)`.
$$ {#eq-s2}
Note that @eq-s2 is an unbiased estimate of the variance, but it is not the maximum likelihood estimate [@Rice2007, p.269].