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Let X 1, X 2,..., Xn be a random sample from any distribution with mean and variance 2. Consider the following two unbiased estimators of

Let X1, X2,..., Xn be a random sample from any distribution with mean and variance 2.

Consider the following two unbiased estimators of .

hat 1=X bar

and

hat 2 = X1/3 + 2(X2+X3++Xn) /3(n-1)

Find the efficiency of hat 1 relative to hat 2.

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