Let X1, X2, .... be i.i.d N(M, 2). Define a generic estimate of 2 as 82 ( p ) = (p ) * El, (
Let X1, X2, .... be i.i.d N(M, 2). Define a generic estimate of 2 as 82 ( p ) = (p ) * El, ( Xi - X ) 2 where p is a scalar multiple and where Y is the empirical average of the observed Xi's. For what value of p is the MSE of o2(p) minimized? Plot the graph of o? (p)
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