Hello,

I have a question regarding finding the Cramer Rao Lower Bound estimator in normal distributions. The attached are answers provided, however, i just don't understand the reasons behind it, if anyone can provide reasons.

Xi is normally distributed

Attachment 1 is for finding estimator for unknown variance when the mean is 0. Find sigma squared. I do not understand all thatis in the image and how to differentiate. When i differentiate i expand the brackets and only differentiate for sigma squared.