Two point estimates for \mu , X1 and X2, are found. The first estimate, X1, has E[X1] = \mu and Var[X1] = 5. The second
estimate, X2, has E[X2] = \mu and Var[X2] = 7. Assume that the two estimates are independent.
Part 1. What is the mean of X1
2
+
X2
2
?
Part 2. What is the variation of X1
2
+
X2
2
?
Part 3. What is the MSE of X1
2
+
X2
2
?