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22. The mean squared error of an estimator O is defined by MSE(0) = E (0 -0)21 (a) Show that MSE(0) = [E(0) - 0]

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22. The mean squared error of an estimator O is defined by MSE(0) = E (0 -0)21 (a) Show that MSE(0) = [E(0) - 0] + Var(0) by expanding out the quadratic expression "inside" the expected value operation in the definition of MSE and then using linearity of expectation. (b) If @ is an unbiased estimator of the parameter 0, how does MSE(@) simplify

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