Unbiased Estimator tribution of a random variable X which has possible values 1 to 4 involves an unknown er (X = 1) = 0.5 (X = 2) = 0 (X = 3) = 0 (X = 4) = 0.5 - 20 et X 1, X2, . . .,Xn be independent and identically distributed , each with the same distribu - X described above . Let X be the sample mean (X1 + X2 + .. .+ Xx). Use X to construct ased estimator of 0. suppose that the random variables X1, X2, .. ., X, in Part a) were not independent but each still had the same distribution as X. In what way, if any, would this have changed your to Part a? lution [Student Solution ] Unbiased Estimator E(X) = E(X) = 2.5 - 30, the unbiased estimator is - (2.5 - X). No change . The only result used is additivety of expectation which does not require inde - e