5. Let X₁, X2,..., Xn be iid N(A, A²), A > 0. For this model both X and cS are unbiased √n - II ((n − 1)/2) - estimators of X, where c = √21(n/2) a. Prove that for any number b the estimator bX+(1-b) (cS) is an unbiased estimator of X. b. Find the value of b that produces the estimator with minimum variance in part(a). c. Show that (X, S²) is a sufficient statistics for X.

MATLAB: An Introduction with Applications
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5. Let X₁, X2,..., Xn be iid N(X, A²), A > 0. For this model both X and cS are unbiased
√n – II ((n − 1)/2)
estimators of A, where c =
√2T (n/2)
a. Prove that for any number b the estimator bX+(1−b) (cS) is an unbiased estimator
of X.
b. Find the value of b that produces the estimator with minimum variance in part(a).
c. Show that (X, S²) is a sufficient statistics for A.
Transcribed Image Text:5. Let X₁, X2,..., Xn be iid N(X, A²), A > 0. For this model both X and cS are unbiased √n – II ((n − 1)/2) estimators of A, where c = √2T (n/2) a. Prove that for any number b the estimator bX+(1−b) (cS) is an unbiased estimator of X. b. Find the value of b that produces the estimator with minimum variance in part(a). c. Show that (X, S²) is a sufficient statistics for A.
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