2 Suppose that Y₁, Y₂, .. Yn denote a random sample of size n from a normal dis- tribution with mean u and variance 1. Consider the first observation Y₁ as an estimator for . a. Show that Y₁ is an unbiased estimator for μ. b. Find P(|Y₁ - µ|) ≤ 1 c. Based on the result of part (b), is Y₁ a consistent estimator for µ?

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