Question: (10 points) Suppose X 1, ... , Xn is a simple random sample from gamma(a, 1). Since E(Xi) Var(Xi) = a, a method of

(10 points) Suppose X 1, ... , Xn is a simple random

(10 points) Suppose X 1, ... , Xn is a simple random sample from gamma(a, 1). Since E(Xi) Var(Xi) = a, a method of moments estimator for the standard deviation (T (X) 1/2. Use the fact that X gamma(na, n) to give expressions for Bias() and MSE(). (Show appropriate integrals at least, simplify if you can.)

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