Question: This is a more general version of Problem C.1. Let Y1, Y2, c, Yn be n pairwise uncorrelated random variables with common mean m and

This is a more general version of Problem C.1. Let Y1, Y2,

c, Yn be n pairwise uncorrelated random variables with common mean m and common variance s2

. Let Y denote the sample average.

(i) Define the class of linear estimators of m by Wa 5 a1Y1 1 a2Y2 1 c 1 anYn, where the ai are constants. What restriction on the ai is needed for Wa to be an unbiased estimator of m?

(ii) Find Var1Wa 2.

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