ABSTRACT
Exercise 4.1. Suppose that Yx ∼ N(xμ, x3σ2), x = 1, 2, . . . , n. Further, assume that {Y1, Y2, . . . , Yn} constitute a set of n mutually independent random variables, and that σ2 is a known positive constant. Consider the following three estimators of μ:
1. μˆ1, the method of moments estimator of μ;
2. μˆ2, the unweighted least squares estimator of μ;
3. μˆ3, the MLE of μ.
