Let X 1 , X 2 , X 3 , . . ., X n be a

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Let X1, X2, X3, . . ., Xn be a random sample with unknown mean EXi = μ, and unknown variance Var(Xi) = σ2. Suppose that we would like to estimate θ = μ2. We define the estimator ^ Θ as0= (x) n -[] Xk  k=1 2

to estimate θ. Is ^ Θ an unbiased estimator of θ? Why?

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