6.2.12 If (an. .. . .x,,) is a sample from an Nun). 02) distribution, where 02 > 0 is unlmown and no is known, then determine the MLE of 02. How does this MLE differ from the plug-in MLE of 0'2 computed using the location-scale normal model? (1)) Evaluate the bias. mrianee, and mean squared error of this estimator. (e) Compare its mean squared error to those of $2 and 32 from Slides 3.5? 358 of the Chapter 6 lecture notes (nal version). Which of the unbiased estimators has smallest MSE? Why is this reasonable? (Him: as a general rule of thumb, the more you earn assume the better your estimation can he.) 2(u 1):?'1 0'1 (2n. 1hr\" MSE(32) = +_ 2 . 2 ' MSW?) = u. l 712