Question: If X 1 , X 2 , and X 3 constitute a random sample of size n = 3 from a normal population with the
If X1, X2, and X3 constitute a random sample of size n = 3 from a normal population with the mean µ and the variance σ2, find the efficiency of X1 + 2X2 + X3 / 4 relative to X1 + X2 + X3 / 3 as estimates of µ.
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