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EXERCISE 5. Suppose X1,..., X, are iid random variables following a Bernoulli distri- bution with successful rate p, 0 _X, and consider estimator T =

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EXERCISE 5. Suppose X1,..., X, are iid random variables following a Bernoulli distri- bution with successful rate p, 0 "_X, and consider estimator T = a + bX, where a and b are constant. (a) Find the Fished information in random variable X. (b) Show that estimator T reaches the Cramer-Rao lower bound

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