Question: Suppose that X 1, X 2,..., Xn is a random sample from any distribution with mean and variance 2. Consider the estimator of 2 given

Suppose that X1, X2,..., Xn is a random sample from any distribution with mean and variance 2.

Consider the estimator of 2 given by

hat 2 = (XiXbar)^2 / n

What is the bias of this estimator?

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