a) Let X₁, X₂,..., X₁, denote a random sample from N(0, ²) distribution with probability density function: f(x;0²) = 72 e -0

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a) Let X₁, X₂,..., X, denote a random sample from N (0,0²) distribution with
probability density function:
f(x; 0²) =
72
-0<x<0
O√2π
And let S² = be the estimator of o².
i) Show whether or not that S² is an unbiased estimator of o²?
ii) Show that S² is a consistent estimator of o².
Transcribed Image Text:a) Let X₁, X₂,..., X, denote a random sample from N (0,0²) distribution with probability density function: f(x; 0²) = 72 -0<x<0 O√2π And let S² = be the estimator of o². i) Show whether or not that S² is an unbiased estimator of o²? ii) Show that S² is a consistent estimator of o².
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