write steps and numbering of equation in bold black

Question

a)estimate \, $\alpha$

b) estimate of $\rho$

3)estimate of $X_i$

and numbering of equation in bold black

Answer 1

Have a look at the enumitem which allows for customizing itemize and enumerate lists:

\documentclass{article}
\usepackage{enumitem}

\begin{document}

\begin{enumerate}[label=\textbf{\alph*)}]
\item estimate \, $\alpha$
\item estimate of $\rho$
\item[\textbf{3)}] estimate of $X_i$
\end{enumerate}

\end{document}

Answer 2

Similar to Jasper's answer, changing from \textbf{3)} to a resumed list, which will be simpler when there is really a 4) etc. following as well later on.

\documentclass{article}
\usepackage{enumitem}

\begin{document}

\begin{enumerate}[label={\alph*)},font=\bfseries]
\item estimate \, $\alpha$
\item estimate of $\rho$
\end{enumerate}

\begin{enumerate}[label={\arabic*)},font=\bfseries,resume]
  \item estimate of $X_i$
  \end{enumerate}

\end{document}