Question: Can anyone help me with this problem? Thank you! Let S 2 be the sample variance of a random sample of size n from N(,),

Can anyone help me with this problem? Thank you!

Let S2 be the sample variance of a random sample of size n from N(,), > 0, where is known

  • Find I()
  • Compute the efficiency of S2, that is, Var(S2)/Rao-Cramer lower bound. Recall that E(S2) = and the distribution of W = (n - 1)S2 / is a well known, and you know how to compute its variance

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