Q10. Let X1,X 2,.,X, be a random sample of size n from a distribution with mean 0 and variance o. Consider the following two estimators for 0: Ô, = X, and Ô, = X. (a) Show that Ôj and Ô2 are both...

Extracted text: Q10. Let X1,X 2,.,X, be a random sample of size n from a distribution with mean 0 and variance o. Consider the following two estimators for 0: Ô, = X, and Ô, = X. (a) Show that Ôj and Ô2 are both unbiased estimators of e. (b) Obtain the relative efficiency of Ô to Ô2. (c) Which estimator, Oj or O2 is a more efficient estimator? Justify your answer.