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2. (10 points) Suppose X1,�,Xn are i.i.d. N(,2) with =0 known. Show t.pdf

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2. (10 points) Suppose X1,,Xn are i.i.d. N(,2) with =0 known. Show that (a) ^02=n1i=1n(Xi0)2 is a UMVU estimate of 2. (b) If the true distribution Xi is N(,2),=0, find the bias of ^02..

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2. (10 points) Suppose X1,,Xn are i.i.d. N(,2) with =0 known. Show that (a) ^02=n1i=1n(Xi0)2 is a UMVU estimate of 2. (b) If the true distribution Xi is N(,2),=0, find the bias of ^02.

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