Exercise2.14 Let Y1, ...,Yn N (,2), where is known.Showthat 2 = 1 n n i=1(Yi)2

Exercise2.14 Let Y1, ...,Yn ∼N (μ,σ2), where μ is known.Showthat σˆ 2 = 1 n Σn i=1(Yi−μ)2 is an unbiased estimatorof σ2, achievestheCramer–Raolowerboundandis,therefore,theUMVUE.