Question 4: Consider a random sample {X1, ...,Xn } of size n > 1 from a normal distribution with an unknown mean u € (-0

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Question 4 Consider A Random Sample X1 Xn Of Size N 1 From A Normal Distribution With An Unknown Mean U 0 1 (39.1 KiB) Viewed 56 times

Question 4: Consider a random sample {X1, ...,Xn } of size n > 1 from a normal distribution with an unknown mean u € (-00,00) and unknown variance o2 € (0,00). Show that Sî has a smaller MSE than S2-1, and find the value of k such that k X=1(Xi – X)2 has an minimal MSE. 1