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Suppose that W_{1} is a random variable with mean μ and variance σ^{2}_{1} and W_{2} is a random variable with mean μ and variance σ^{2}_{2}. From Example 5.4.3, we know that cW_{1} + (1 − c)W_{2} is an unbiased estimator of μ for any constant c > 0. If W_{1} and W_{2} are independent, for what value of c is the estimator cW_{1} + (1 − c)W_{2} most efficient?

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