Question: Please help with a practice question with no solution Suppose that Y 1 , Y 2 , . . . , Y n are independent

Please help with a practice question with no solution

Suppose that Y1,Y2,...,Yn are independent N(5,) random variable, where >0.

(a) Find the Cramr-Rao lower bound for unbiased estimators of

(b) Given thatVar((Yi5)2)=22 show that

n(Yi5)2+(Y25)2+...+(Yn5)2

is an unbiased estimator of of smallest variance.

Thank you!

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