. Let X1, X2, . . . , Xn be a random sample from a normal...

. Let X1, X2, . . . , Xn be a random sample from a normal population with mean zero but unknown variance σ 2 . (a) Find a minimum-variance unbiased estimator (MVUE) of σ 2 . Explain why this is a MVUE. (b) Find the distribution and the variance of the MVUE of σ 2 and prove the consistency of this estimator. (c) Give a formula of a 100(1 − α)% confidence interval for σ 2 constructed using the above MVUE of σ 2 and the pivotal method. (d) Construct a 95% confidence interval for σ 2 based on the following sample 0.60, 0.21, -1.28, -1.70, -2.05, 0.24, -1.89, -0.98, -0.51, 3.69

Expert Solution

orchestra answered 2 years ago

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