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- Let X1,...,Xn be a sample from normal with mean theta and variance 1. Construct an unbiased estimator of theta^2 based from X^2. Find its variance and compare it with the Cramer-Rao lower bound.Let the random variable X be defined on the support set (1,2) with pdf fX(x) = (4/15)x3, Find the variance of X.Is cov(X, Y) random?