9.89 Consider two estimators of 2 for a sample x1, x2 , . . . , xn , which is drawn from a normal distribution

9.89 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.