Question: Let X u...,Xn be a random sample from a normal distribution with mean 0 , - o o < 0 < oo? and variance 1.

Let X u...,Xn be a random sample from a normal distribution with mean 0 , - o o < 0 < oo? and variance 1.

Let n X = 2" X h Show that X 2 — (l//t) is a minimum-variance unbiased estimator of 02.

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