2-12 Superefficiency? A scalar parameter is estimated in N Monte Carlo runs. The CRLB for this problem is o^2CRLB =10. The sample variance obtained from N – 100 runs is

o^2=7.811. Your best friend is concerned and tells you that you must have made a mistake somewhere. What is your answer to this? Give a quantitative justification for it – you can make any reasonable assumptions.