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Q20Section ST (Statistics (Q11–Q65))20 of 65

Estimator attaining the Cramer-Rao bound

Let X1X_1 and X2X_2 be independent and identically distributed random variables following normal distribution with mean θ∈(−∞,∞)\theta \in (-\infty, \infty) and variance 1. Then which of the following estimators of their expected value attains the Cramer-Rao lower bound?

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