Question: 1. Suppose X1, X2, ..., Xn is a random sample from a distribution with mean u and variance oz. Consider the three estimators of u:

1. Suppose X1, X2, ..., Xn is a random sample from a distribution with mean u and variance oz. Consider the three estimators of u: (i) 01 = X (ii) 02 = =X1+ X2+ 5 (iii) 03 = =X1+-X2 -X3. (a) Show that all three are unbiased estimators of u. (b) Find the efficiency of 0, relative to 02, and 02 relative to 03. Comment

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