Let x₁,x₂,...,xₙ be n pairwise uncorrelated random variables with common mean μ and common variance σ². Let Xˉ denote the sample average. Define the class of linear estimators of μ by N=a₁x₁+a₂x₂+...+aₙxₙ , where a₁,a₂,...,aₙ are constants.