6.3.24 Suppose we have two unbiased estimators T1 and T2 of um?) E R1. (a) Show that of 1 + (l GOT; is also an unbiased estimator of qua?) whenever a E [0. l]. (b) If T1 and T2 are also independent, e.g., determined from independent samples, then calculate Vargw. T1 + (l (2)2) in terms ofVar9(T1) and Var9(Tg). (c) For the situation in part (b), determine the best choice ofcr. in the sense that for this choice Vang (a T1 + (l (MB) is smallest. What is the eiect on this combined estimator of T1 having a very large variance relative to T3? (d) Repeat part (b) and (c), but now do not assume that T1 and T2 are independent so Vargm T1 + (l COTE) will also involve C'ovMTl, T2)