In this exercise we will prove Theorem 3.4.2.
(a) Start from the equality

differentiate both sides, and then rearrange terms to establish (3.4.4). (The fact that d/dx log g(z) = g'(x)/g(x) will be .helpful.)
(b) Differentiate the above equality a second time; then rearrange to establish (3.4.5). (The fact that d2/dxx log g(x) = {g"(x)/g(x)) - (g'(x)/g(x))2 will be helpful.)

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i=1