45. Let X1, X2, . . . , Xn be a random sample from the normal distribution...

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45. Let X1, X2, . . . , Xn be a random sample from the normal distribution with known standard deviation s.

a. Find the mle of m.

b. Find the distribution of the mle.

c. Is the mle an ef cient estimator? Explain.

d. How does the answer to part

(b) compare with the asymptotic distribution given by the second theorem?

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