Suppose that instead of estimators of the form aX+e , we consider estimators of the form Θˆ=aX and ask for the value of a that m
inimizes the mean squared error. Mimic the derivation you have just seen and find the optimal value of a . Your answer should be an algebraic expression involving some of the constants b , c , d , where b=E[Θ2] , c=E[ΘX] , d=E[X2] .
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