(b) (5%) Find the uniformly minimum-variance unbiased estimator (UMVUE) of (θ) = P_θ[X_1 = 1].

3. Let Xi = (Xi1, Xi2)', i = 1, ..., n, be i.i.d. bivariate normal with unknown (μ1, μ2)' = E[X1] and Var(X1). Let θ = μ2/μ1 be the parameter of interest (μ1 ≠ 0). Define Yi(θ) = Xi2 - θXi1. (a) \((5\%)\) It is known that \(Y_{1}(\theta),\ldots ,Y_{n}(\theta)\) are i.i.d. with \(N(K_{1},K_{2})\) . Find \(K_{1}\) and \(K_{2}\)