1. Let X1,X2, ... ,Xn be independent identically distributed random variables with ex-
pected value \mu and variance \sigma^2: Consider the class of linear estimators of the form
\mu\widehat{} = a1X1 + a2X2 + ... + anXn (1)
for the parameter \mu, where a1, a2, ... an are arbitrary constants.
a)...