a) Let X₁, X2X₁ denote a random sample from N(0, 2) distribution with probability density function: f(x;0²) = ze 20² 884x10 σ√₂π And let S² = be the estimator of o². 71 i) Show whether or not that S² is an unbiased estimator of a²? ii) Show that S² is a consistent estimator of a².

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a) Let X₁, X₂,..., X₁ denote a random sample from N(0, ²) distribution with
probability density function:
1
f(x; σ²) = ze 20 -∞0 < x < 00
o√2π
And let S² =
be the estimator of a².
i) Show whether or not that S² is an unbiased estimator of o²?
ii) Show that S² is a consistent estimator of ².
71
Transcribed Image Text:a) Let X₁, X₂,..., X₁ denote a random sample from N(0, ²) distribution with probability density function: 1 f(x; σ²) = ze 20 -∞0 < x < 00 o√2π And let S² = be the estimator of a². i) Show whether or not that S² is an unbiased estimator of o²? ii) Show that S² is a consistent estimator of ². 71
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