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1. Suppose that we observe data { y; ),_ independently generated from a distribution with probability density function f(y; 0) = 0(1 + 0 )-1,
1. Suppose that we observe data { y; ),_ independently generated from a distribution with probability density function f(y; 0) = 0"(1 + 0 )-1, y = 0, 1, with some 0 > 0.(b) For the random variables Y1, , Y" from this probability distribution, show that: E(U) = 0 and var(U) = E(U2) = E(U'), def. where {(9) is the log likelihood function for parameter 9, U = E Is the score function for parameter 9, and U' = Q 516' Hint: You can use E[Y] = 9/(1 + 9) and var[Y] = 1/[9(l + l9)2] for Y N f(y;l9)
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