Let X 1 ,X 2 , . . . , X n denote a random sample from

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Let X1,X2, . . . , Xn denote a random sample from a normal distribution with mean zero and variance θ, 0 < θ < ∞. Show that Σn1 X2i /n is an unbiased estimator of θ and has variance 2θ2/n.

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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