Question: Q3. Let X = {X1, X2, . .. , Xn) be an independent random sample from N(u + 02, o2) . When the value of

Q3. Let X = {X1, X2, . .. , Xn) be an independent random sample from N(u + 02, o2) . When the value of o2 is known, - Find a sufficient statistic T1 for M; - Find the UMVUE a of /; - Can the variance of u achieve the CRLB?. When the value of o is unknown, - Find a sufficient statistic T2 for (M, 62). - Find the UMVUE o2 of o2. - Find the UMVUE u of M. . Suppose Cov(X, S2) = 0. Compare the efficiency of u and u

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