Let X1,..., Xn i.i.d. N(H, o2), where both parameters are unknown. (a) Show that the UMVU estimator of u2 is given by 8(X) = X². %3D

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i.i.d.
7. Let X1,..., X, "
N(H,0²), where both parameters are unknown.
(a) Show that the UMVU estimator of u? is given by
S2
8(X) = X
(b) Determine Var 8(X).
(c) Find the UMVU estimator of Var 8(X).
Transcribed Image Text:i.i.d. 7. Let X1,..., X, " N(H,0²), where both parameters are unknown. (a) Show that the UMVU estimator of u? is given by S2 8(X) = X (b) Determine Var 8(X). (c) Find the UMVU estimator of Var 8(X).
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