Qn 7. It can be shown that if Y, i = 1, 2, ..., N are i.i.d. draws from a normal distribution with mean u and variance of, then the variance of the unbiased variance estimator of defined in (4.3) is Var[o?] = 204 NT. Because of is an unbiased estimator, its MSE is also 20 a. Show that the biased estimator o2 defined in (4.2) has a smaller variance than o2. b. Show that MSE[o2] = 20,14 C. Show that MSE[o2]