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5 Let X1X2Xn denote a random sample of size n from a Nor.pdf

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The document describes a random sample from a normal population with an unknown mean and known variance. It asks to (a) compute the Cramér–Rao lower bound for any unbiased estimators of the unknown mean and (b) find the uniformly minimum variance unbiased estimator of the unknown mean.

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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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