The random variables are i.i.d. and satisfy E [X] = 0. Use a natural estimator to calculate an estimate of based on the values X = 1, X2 = 3, X3 = 1, X4 = 2, X5 = 0. In order to calculate confidence intervals around your estimator, you need information on the variance of your estimator. This variance is determined by E [X3] and E [a] for some other power a. What is the value of a? a = If you do not have any prior knowledge about the value of E [X], can you estimate it based on the available data? Select an option