Question: 2. Let X1, that X denote a random sample from a normal distribution with mean zero and variance , 0 < < . Show

2. Let X1, that X denote a random sample from a normal distribution with mean zero and variance , 0 < < . Show the sum of X, 2 from i=1 to n, divided by n, is an unbiased estimator for o. Also, find its variance.

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