Question: 2. Suppose that Y, Y2, Y3 denote a random sample from a normal distribution with mean and variance . Consider the following four statistics

2. Suppose that Y, Y2, Y3 denote a random sample from a normal distribution with mean and variance . Consider the following four statistics from the random sample: T = Y1, T2 = Y + Y2 2 2Y1 + Y2 T3 = " " T = Y 3 (a) What are the expected values for T, T2, T3 and T? (b) Which has the smallest variance?
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