(c) Take any one-parameter exponential family member of your choice and show that E[S(@)) = 0 and El-H)) = Var(SC), where represents the (scalar) parameter of your chosen distribution, S() is the score func- tion and H ) is the Hessian. (You can take for granted any regularity conditions satisfied.) (c) Take any one-parameter exponential family member of your choice and show that E[S(@)) = 0 and El-H)) = Var(SC), where represents the (scalar) parameter of your chosen distribution, S() is the score func- tion and H ) is the Hessian. (You can take for granted any regularity conditions satisfied.)