6.2.8. Let X be N(0, 0), 0 <0 < x. (a) Find the Fisher information I(0). (b) If X₁, X2,..., Xn is a random sample from this distribution, show that the mle ofis an efficient estimator of 0. (c) What is the asymptotic distribution of √(-0)?
6.2.8. Let X be N(0, 0), 0 <0 < x. (a) Find the Fisher information I(0). (b) If X₁, X2,..., Xn is a random sample from this distribution, show that the mle ofis an efficient estimator of 0. (c) What is the asymptotic distribution of √(-0)?
Chapter5: Exponential And Logarithmic Functions
Section5.5: Exponential And Logarithmic Models
Problem 4ECP
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Transcribed Image Text:6.2.8. Let X be N(0, 0), 0 <0 < x.
(a) Find the Fisher information I(0).
(b) If X₁, X2,..., Xn is a random sample from this distribution, show that the
mle ofis an efficient estimator of 0.
(c) What is the asymptotic distribution of √(-0)?
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