Question: Problem 7: Suppose X1? . . . 1X11 are i.i.d. random variables having a NUL, 02) distribution. Consider the estimator of 02, 11 a3 =

Problem 7: Suppose X1? . . . 1X11 are i.i.d. random variables having a NUL, 02) distribution. Consider the estimator of 02, 11 a3 = expo X)? i=1 RBeall that 6'3 is the MLE if e = U11 and is an imbiased estimator 82 if c = 1/[11 1}. (a) Calculate the mean squared error of :33. (b) For which value of e Ls the mean squared error the smallest

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