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5. Let X1,X2,,Xn denote a random sample of size n from a Normal population with unknown mean
and known variance 2>0. (a) Compute the Cramr-Rao lower bound (CRLB) for (any) unbiased
estimators of . (b) Find the uniformly minimum variance unbiased estimator (UMVUE) of .

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  • 1. 5. Let X1,X2,,Xn denote a random sample of size n from a Normal population with unknown mean and known variance 2>0. (a) Compute the Cramr-Rao lower bound (CRLB) for (any) unbiased estimators of . (b) Find the uniformly minimum variance unbiased estimator (UMVUE) of .