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#2. Let X1, . . ., Xn be iid Normal(u, 1). We know that X is an UMVUE for M. (a) Find an UMVUE for

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#2. Let X1, . . ., Xn be iid Normal(u, 1). We know that X is an UMVUE for M. (a) Find an UMVUE for u (b) We know that X is N(u, 02), and with the same / as X., and we know o2. (It's not 1.) Use the MGF of X to compute E( X ). (c) Use (b) to find an UMVUE for us

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