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Let X be the mean of a random sample of size n from a N(θ, σ2)...

Let X be the mean of a random sample of size n from a N(θ, σ2) distribution,
−∞ < θ < ∞, σ2 > 0. Assume that σ2 is known. Show that X
2 − σ2
n is an
unbiased estimator of θ2 and find its efficiency.

Math   Statistics-And-Probability   
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