Let X1, X2, . . . , Xn be iid random sample from the pdf f(x; ) = 1 /2 (1 + x) for |x| 1 and || 1. Now consider the following statements.

I. MoM = 3X-bar

II. MoM is a biased estimator of .

III. MSE(MoM) = 1 /n (3 ² ).

Which of the above statement(s) is/are correct?

(A) Only I.

(B) Only I, II, and III.

(C) Only II and III.

(D) Only I and III.

(E) None of the above.