Question: Let X1,..., Xn be an independent random sample from N (u, o?), and consider the estimation of o2, where u is unknown. (i) Show

Let X1,..., Xn be an independent random sample from N (u, o?),

Let X1,..., Xn be an independent random sample from N (u, o?), and consider the estimation of o2, where u is unknown. (i) Show that "S? is an unbiased estimator of o? (ii) Calculate the CRLB with respect to o%; (iii) Will ,S achieve the CRLB?

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