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Suppose in a certain parametric family, it happens that = E[log(X)], where X>0 is non-degenerate. Propose an estimator, call it n^ , for , and
Suppose in a certain parametric family, it happens that = E[log(X)], where X>0
is non-degenerate. Propose an estimator, call it n^ , for , and then prove that
your estimator is UCAN. (Hint: Use the "Golden Rule.") Tell us briefly how to
compute the asymptotic normal variance if the distribution of X is known.
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