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Using a long rod that has length , you are going to lay out a square plot in which the length of ea ...


Using a long rod that has length , you are going to lay out a square plot in which the length of each side is . Thus the area of the plot will be 2. However, you do not know the value of , so you decide to make n independent measurements X1, X2, . . . , Xn of the length. Assume that each Xi has mean (unbiased measurements) and variance s2. a. Show that is not an unbiased estimator for m2. [Hint: For any rv Y, E(Y2)  V(Y)  [E(Y)]2. Apply this with Y  .] b. For what value of k is the estimator  kS2 unbiased for 2? [Hint: Compute E(  kS2).]



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