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21. Let X1, ..., Xn be iid N(0, 1). Show that the best unbiased estimator of 02 is X- -1. Hint: use the following lemma.

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21. Let X1, ..., Xn be iid N(0, 1). Show that the best unbiased estimator of 02 is X- -1. Hint: use the following lemma. Let T' be a complete sufficient statistic for a parameter 0, and let g(7) be any estimator based only on T. Then g(7) is the unique best unbiased estimator of its expected value

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