1. Let X,..., Xn be a sample from the N(u, o2) density. Give a lower bound...
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1. Let X₁,..., Xn be a sample from the N(u, o2) density. Give a lower bound Ln, which is valid for all sample-sizes n for the variance of unbiased estimators of 0 = μ/o, and find an estimator n which has finite variance for n ≥ 5 and has variance satisfying: Var(n)/Ln 1 as n00. 1. Let X₁,..., Xn be a sample from the N(u, o2) density. Give a lower bound Ln, which is valid for all sample-sizes n for the variance of unbiased estimators of 0 = μ/o, and find an estimator n which has finite variance for n ≥ 5 and has variance satisfying: Var(n)/Ln 1 as n00.
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