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Suppose that X1,...,Xn are iid N(μ,σ2) where μ is unknown but σ is known.  μ>=2. Let z(μ)=μ3....

Suppose that X1,...,Xn are iid N(μ,σ2) where μ is unknown but σ is known.  μ>=2. Let z(μ)=μ3. Find an initial unbiased estimator T for z(μ). Next, derive the Rao-Blackwellized version of T.

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