(i) Consider a random sample {X₁: i = 1,...,n} of size n > 1 from N(u, o²) with E(X4) <∞o. Now we have two estimators S and S2-₁ of o². Given that 1 Var (S-1)=(14-04), n where μ4 = E(X -μ)4 and 4 = (02)². Which one of S and S-1 has a smaller mean squared error? Please find their mean squared errors to answer this question. n-3

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(i) Consider a random sample {X₁: i = 1, ..., n} of size n > 1 from N(u, o²) with E(X4) <∞. Now we have
two estimators S and S-₁ of 0². Given that
Var (S²-1)=(14-0¹),
: E(X − µ)ª and oª = (0²)². Which one of S and S-1 has a smaller mean squared error?
n-3
where 4 =
Please find their mean squared errors to answer this question.
Transcribed Image Text:(i) Consider a random sample {X₁: i = 1, ..., n} of size n > 1 from N(u, o²) with E(X4) <∞. Now we have two estimators S and S-₁ of 0². Given that Var (S²-1)=(14-0¹), : E(X − µ)ª and oª = (0²)². Which one of S and S-1 has a smaller mean squared error? n-3 where 4 = Please find their mean squared errors to answer this question.
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