Question: Please see below: Suppose X, and X2 are a random sample of size 2 from a N(0,o? ) distribution. Consider two different estimators of o':

 Please see below: Suppose X, and X2 are a random sample

Please see below:

of size 2 from a N(0,o? ) distribution. Consider two different estimators

Suppose X, and X2 are a random sample of size 2 from a N(0,o? ) distribution. Consider two different estimators of o': T1 = X1/2+ x3/2 T2 = $2 Where S'is the usual sample variance estimator (with n -1 in the denominator). i ) Is T, an unbiased estimator of o?? ii) Does T, or T, have the smaller variance ( compare Var(T, ) and Var (T2).)

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