If Y 1 , Y 2 , . . . , Y n are random observations from

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If Y1, Y2, . . . , Yn are random observations from a uniform pdf over [0, θ], both ˆθ1 = (n + 1/n)・Ymax and ˆθ2 = (n + 1). Ymin are unbiased estimators for θ. Show that Var(ˆθ2)/Var(ˆθ1) = n2.

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