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  3. let x1,...,xn be i.i.d. n(θ,1), where θ âˆ

Let X1,...,Xn be i.i.d. N(θ,1), where θ ∈ R is the unknown parameter. (a) Find an unbiased...

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Statistics

Let X1,...,Xn be i.i.d. N(θ,1), where θ ∈ R is theunknown parameter.

(a) Find an unbiased estimator of θ^2 based on(Xn)^2.

(b) Calculate it’s variance and compare it with the Craḿer-Rao lower bound.

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