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Let X1, . . . , Xn and Y1, . . . , Yn be two...

Let X1, . . . , Xn and Y1, . . . , Yn be two random samples with the same mean µ and variance σ^2 . (The pdf of Xi and Yj are not specified.)

Show that T = (1/2)Xbar + (1/2)Ybar is an unbiased estimator of µ.

Evaluate MSE(T; µ)

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