Question: QUESTION 2 Let X1, ..... X, be a random sample from a n(u; 2) distribution. Suppose that T = - n (a) Show that T

QUESTION 2 Let X1, ..... X, be a random sample from a n(u; 2) distribution. Suppose that T = - n (a) Show that T is a biased estimator of o . (3) (b) Find the amount of bias in the estimator. (c) What happens to the bias as the sample size n increases? (d) Find the variance of T. [Hint: Use the properties of the x2-distribution.] [10]

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