Question: Consider two estimators of for a sample x , x , , x , which is drawn from a normal distribution with mean

Consider two estimators of σ for a sample x , x , …, x , which is drawn from a normal distribution with mean μ and 1 2 n 1 2 n 2

1 2 n variance σ . The estimators are the unbiased estimator and the maximum likelihood estimator

. Discuss the variance properties of these two estimators.

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