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Q27Section A (Section A)27 of 60

Which variance claim fails for two unbiased estimators

For n≥2n\ge 2, let ϵ1,ϵ2,…,ϵn\epsilon_1,\epsilon_2,…,\epsilon_n be i.i.d. random variables having the N(0,1)N(0,1) distribution. Consider nn independent random variables Y1,Y2,…,YnY_1,Y_2,…,Y_n defined by Yi=βi+ϵiY_i=\beta i+\epsilon_i, i=1,2,…,ni=1,2,…,n, where β∈R\beta\in\mathbb{R}. Define Yˉ=1n∑i=1nYi\bar Y=\frac1n\sum_{i=1}^n Y_i, T1=2Yˉn+1T_1=\frac{2\bar Y}{n+1}, and T2=1n∑i=1nYiiT_2=\frac1n\sum_{i=1}^n\frac{Y_i}{i}. Then which of the following statements is NOT correct?

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