1.) Prove that X, the mean of a random sample of size n from a distribution that is N(0, ²), -∞<0<∞o, is, for every known o² > 0, an efficient estimator of 0.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter3: Functions And Graphs
Section3.2: Graphs Of Equations
Problem 78E
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8.11.) Prove that X, the mean of a random sample of size n from a
distribution that is N(0, ¹), -∞0 <0<co, is, for every known o² > 0, an
efficient estimator of 0.
Transcribed Image Text:8.11.) Prove that X, the mean of a random sample of size n from a distribution that is N(0, ¹), -∞0 <0<co, is, for every known o² > 0, an efficient estimator of 0.
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