Question: Let Y, Y2,..., Y, be a random sample from a distribution with E(Y) = and Var(Y) = n o > 0 for i=1,2,..., n.

Let Y, Y2,..., Y, be a random sample from a distribution with E(Y) = and Var(Y) = n o > 0 for i=1,2,..., n. Consider the following estimators of : = Yn n+ 1. n i=1 Y a. Show that is unbiased estimator for but is biased. b. Find the efficiency of relative to 1. c. Are and consistent for ? d. What can you conclude from the above results?

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