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Q9Section I (Objective (Q1–Q80))9 of 80

Statistical Inference — unbiased but inconsistent estimator

Let X1,X2,X3,…,Xn,Xn+1X_1, X_2, X_3, …, X_n, X_{n+1} be (n+1)(n+1) observations from N(μ,1)N(\mu, 1) distribution. If Xn‾=∑i=1nXin\overline{X_n} = \frac{\sum_{i=1}^{n}X_i}{n} and T=(Xn‾+Xn+1)2T = \frac{(\overline{X_n}+X_{n+1})}{2}, then which one of the following is correct?

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