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Let X = (X1, , X) consist of independent and identically distributed random variables, with X;- N N(0, 9), for an unknown parameter 9 >
Let X = (X1, , X") consist of independent and identically distributed random variables, with X;- N N(0, 9), for an unknown parameter 9 > 0. Note that [E9[Xl.4] = 362. Considerlm = %(X12 + X3). Which of the the following statements are true? (Note that selection of incorrect options may attract small penalties.) Select one or more: D a. 91 (X) is an unbiased estimator but it does not yield a consistent sequence of estimators, i.e. (91;n)n6N is NOT a consistent sequence of estimators. O b- 5100 is asymptotically biased. U c. Any unbiased estimator which is a function of T(X) = 2:1 X? has MSE smaller or equal than the MSE of 1(X). Q d- 61 (X) is an efficient estimator of 6
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