Question: We estimate the unknown mean 0 of a random variable X with unit variance by forming the sample mean Mn = (X1 + +

We estimate the unknown mean 0 of a random variable X with unit variance by forming the sample mean Mn = (X1 + + Xn) /n of n i.i.d. samples and then forming the estimator n = 1 3 . Mn. Your answers below can be functions of 0 and n. Follow standard notation and use 'theta' to indicate 0. The bias E [n] 0 of this estimator is: The mean squared error of this estimator is:

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