Consider two estimators of 2 for a sample x1, x2,...,xn, which is drawn from a normal distribution with mean and variance 2. The estimators

Consider two estimators of σ2 for a sample x1, x2,...,xn, which is drawn from a normal distribution with mean μ and variance σ2. The estimators are the unbiased estimator s2 = 1 n−1 n

i=1

(xi − x¯)

2 and the maximum likelihood estimator ˆσ2 = 1 n

n i=1

(xi−x¯)

2.

Discuss the variance properties of these two estimators.