Let X1,X2,…,XnX1,X2,…,XnX, start subscript, 1, end subscript, comma, X, start subscript, 2, end subscript, comma, dots, comma, X, start subscript, n, end subscript be a random sample from any distribution with mean μμmu and variance σ2σ2sigma, squared.
Consider the following two unbiased estimators of μμmu.