Question: 3. (6 points). Let X1, . .., Xn be iid N(u, 02). It is known that (n-1)$2 ~ o'X2_ is an estimator of o2 and

3. (6 points). Let X1, . .., Xn be iid N(u, 02). It is known that (n-1)$2 ~ o'X2_ is an estimator of o2 and o? = (Xi - X)2 is the MLE of o2, where $2 = ELI(Xi - X)2/ (n - 1). (a) (2 points). Compute the bias of $2 and 62. (b) (2 points). Compute the variances of $2 and 62. (c) (2 points). Compare the MSEs of $2 and o2 and justify which is better

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