Question: Problem # 9: Determine the minimum variance unbiased estimator of the mean of N iden- tically distributed random variables for the case where the

Problem # 9: Determine the minimum variance unbiased estimator of the mean

Problem # 9: Determine the minimum variance unbiased estimator of the mean of N iden- tically distributed random variables for the case where the N random variables are correlated (with covariance matrix C). Explain why the solution is not very realistic in practice.

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