Question: . HD 2 . '1' ' ' ' , n , ' (17 pomts) Suppose Y1 Y m N (a a ) With known a

. HD 2 . '1' ' ' ' , n ,

. HD 2 . '1' ' ' ' , n , ' (17 pomts) Suppose Y1 Y m N (a a ) With known a (a) Derive 3341115.. Hint: it is easier to nd EMLE and use the invariance property. If you want to prove it directly, make sure your derivatives are with respect to 02, not a! (b) Show that this estimator is unbiased. (c) Derive the CramerRao lower bound for estimating 02 with known a. ((1) Does Gigi-J1; that you calculated in part (a) attain this bound? Hint: Trying to derive 176%,; L E) directly is hard. A transformation may come in handy. Remember that 1 n 320'; M2 N X31, i=1

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