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Unbiased estimator Let X1, X2, ..., Xn be iid N(0, 1). Show that the best unbiased esti- mator of 02 is X2 - 1

Unbiased estimator

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Let X1, X2, ..., Xn be iid N(0, 1). Show that the best unbiased esti- mator of 02 is X2 - 1

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