Q4. Let X1, ... , Xn be an independent random sample from N(u, o2), and consider the esti- > mation of o2, where u is un
Posted: Mon Apr 11, 2022 6:20 am
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)