Question: 1. Let X,..., Xn be a sample from the N(u, o2) density. Give a lower bound Ln, which is valid for all sample-sizes n

1. Let X,..., Xn be a sample from the N(u, o2) density. Give a lower bound Ln, which is valid for all sample-sizes n for the variance of unbiased estimators of 0 = /o, and find an estimator n which has finite variance for n 5 and has variance satisfying: Var(n)/Ln 1 as n00.

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