Can anyone help me with this problem?
Let S2 be the sample variance of a random sample of size n from N(μ,?), ? > 0, where μ is known
- Find I(?)
- Compute the efficiency of S2, that is, Var(S2)/Rao-Cramer lower bound. Recall that E(S2) = ? and the distribution of W = (n - 1)S2 / ? is a well known, and you know how to compute its variance