=+Using a similar argument to that in the proof of Lemma 5.1, show that the best estimator ˆθ corresponds to the estimating equation W∗(θ)u(Y,θ)=0, where W∗(θ) = E(∂u

/∂θ){Var(u)}−1, in the sense that for any W(θ), V (θ) ≥ V∗(θ)

=

E

∂M∗

∂θ

 −1 Var{M∗(θ)}

E

∂M

∗

∂θ  −1

= [Var{M∗(θ)}]

−1,