Let S 2 be the sample variance of a random sample of size n > 1 from N(μ, θ), 0 2 ) = θ. (a) What is the efficiency of S 2 ? (b) Under these conditions, what is the mle ? (c) What is the asymptotic...

Let S²
be the sample variance of a random sample of size n > 1 from N(μ, θ), 0 <>²) = θ.

(a) What is the efficiency of S²?

(b) Under these conditions, what is the mle
?

(c) What is the asymptotic distribution of

By using expressions (6.2.21) and (6.2.22), obtain the result for the one-step estimate discussed at the end of this section.