Let X₁, X₂ be independent random variables with mean and variance o, and a is a constant. We also know that μ = o. Suppose we have two estimators of μ: =1=1/(X₁ + X₂) 2 = X₁ + X₂ ) Calculate the bias of each estimator. ) What is the variance of each estimator? ) Calculate the relative efficiency of 2 with respect to 1. Determine the constant a such that μ2 ecomes a more efficient estimator.

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A: Hey, since there are multiple subparts posted, we will answer first three subparts. If you want any…