Let X1 and X2 be two independent random variables with common mean E(X1) = E(X2) = µ. The variance of X1 is 1 and the variance of X2 is 16. Consider estimators of i = W1X1 + W2X2 for some constants w1 described by and W2 that you can choose. (a) Say that w2 = a – bw1 for some constants a and b. What values of a and b would make the estimate unbiased for all w1?

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