Suppose that X1, , Xn form a random sample from the normal distribution with known mean 0 and unknown variance 2 Show that is the unbiased estimator of 2 that has the smallest possible variance for all possible values of 2 ...

According to Exercise 5 in Sec 88 the Fisher information I 2 based on a sample of size 1 ...

Suppose that X1, . . . , Xn form a random sample from the normal distribution with

Question:

Suppose that X1, . . . , Xn form a random sample from the normal with known mean 0 and unknown variance σ2. Show that is the unbiased estimator of σ2 that has the smallest possible variance for all possible values of σ2. Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...