Question: Let X1, ..., Xn be a random sample from a N(0, 0) distribution. We want to estimate the standard deviation VO. Find the constant c

Let X1, ..., Xn be a random sample from a N(0, 0) distribution. We want to estimate the standard deviation VO. Find the constant c so that Y = c C._|X:| is an unbiased estimator of v0 and determine its efficiency. [10 marks]

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