. Suppose that the random variables X1,...,Xn form a
Chapter 7, Problem 1(choose chapter or problem)
. Suppose that the random variables X1,...,Xn form a random sample of size n (n 2) from the normal distribution with mean 0 and unknown variance . Suppose also that for every estimator (X1,...,Xn), the M.S.E. R( , ) is defined by Eq. (7.9.1). Explain why the sample variance is an inadmissible estimator of
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