- Q4 Let X1 Xn Be An Independent Random Sample From N U O2 And Consider The Esti Mation Of O2 Where U Is Un 1 (53.15 KiB) Viewed 16 times
Q4. Let X1, ... , Xn be an independent random sample from N(u, o2), and consider the esti- > mation of o2, where u is un
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Q4. Let X1, ... , Xn be an independent random sample from N(u, o2), and consider the esti- > mation of o2, where u is un
Q4. Let X1, ... , Xn be an independent random sample from N(u, o2), and consider the esti- > mation of o2, where u is unknown. 2 n (2 marks) n - (i) Show that s2 is an unbiased estimator of o2, - 1 (i) Calculate the CRLB with respective to o2; (5 marks) п (ii) Will sa achieve the CRLB? n - 1 (3 marks)