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please solve these questions 2. the many perils of mean square error: Given a sample X1, ..., Xn IID X ~ N(u, o') for n

please solve these questions

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2. the many perils of mean square error: Given a sample X1, ..., Xn IID X ~ N(u, o') for n > 2, let, as usual nj = nX = EX; i= 1 & no' = (n-1 )s* = E(X-X)? = EX?_nx?. a) For (the square of) the L2-distance between the natural estimator, o', and the parameter, o2: E(62-02)? = ano4, determine an, n E N. b) Do the same thing for the so-called unbiased estimator so : E(s2-o?)? = bro4. c) Thus, by explicit difference, determine which of the two is actually closer to o. d) It begs the question that there might well be an even closer estimator, Cns*

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