Question: please explain all the steps! Suppose that the random variable Y1, Y2, ..., Yn satisfy Yi=urite, i= 1,2. ...,n. where $1, 12, .... ,, are

please explain all the steps!

Suppose that the random variable Y1, Y2, ..., Yn satisfy Yi=urite, i= 1,2. ...,n. where $1, 12, .... ,, are fixed constants, and 61, 62, . .., 6, are iid N(0, o'), o' unknown. a. Find a two-dimensional sufficient statistics for (u, o?). b. Find the MLE of a, and show that it is an unbiased estimator of . Find the distribution of the MLE of /. (8 pts) c. Show that CY/ Er; is an unbiased estimator of u. d. Calculate the exact variance of ) :/ ); and compare it to the variance of the MLE

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