7.23 Let F have a differentiable density f and let 2f < . (a) Use integration by...

7.23 Let F have a differentiable density f and let ψ2f < ∞.

(a) Use integration by parts to write the denominator of (7.27) as [ ψ(x)f 

(x)dx]

2.

(b) Show that σ2(F,ψ) ≥ [

(f 

/f )

2f ]

−1 = I −1 f by applying the Schwarz inequality to part (a).