Suppose $X_1, ..., X_n$ are independent random variables on $[0,1]$ ~ $\beta(\alpha,\alpha)$, where $\alpha$ is a positive parameter.
A program generates $10000$ random samples of size $10$ and estimates $\alpha$ with the MLE. Find the average of the $10000$ estimates.
I'm not even sure where to begin, particularly on the line 'sample of size $10$;' aren't the random variables taken from $[0,1]$? Where does the $10$ come from?