5.5 Let (X1, X2) have a bivariate normal distribution with mean vector = (1, 2) and...

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5.5 Let (X1, X2) have a bivariate normal distribution with mean vector ξ = (ξ1, ξ2) and identity the covariance matrix. In each of the following situations, verify the curvature,

γθ of the family.

(a) ξ = (θ,θ), γθ = 0.

(b) ξ = (θ1, θ2), θ 2 1 + θ 2 2 = r2, γθ = 1/r.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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