Using a long rod that has length , you are going to lay out a square plot in which the l...

Using a long rod that has length , you are going to lay out a square plot in which the length of each side is μ . Thus the area of the plot will be μ². However, you do not know the value of μ, so you decide to make n independent measurements X₁, X₂, . . . , X_n of the length. Assume that each X_i has mean (unbiased measurements) μ and variance σ².