Question: Suppose X 1 , X 2 , ..., X n are n identically distributed independent random variables each with mean and variance 1. a) Show
Suppose X1, X2, ..., Xnare n identically distributed independent random variables each with meanand variance 1.
a) Show that (X bar)2is not an unbiased estimator for2.
b) Find an unbiased estimator for2.
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