Suppose that a random variable X has the normal distribution with mean 0 and unknown variance 2

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Suppose that a random variable X has the normal distribution with mean 0 and unknown variance σ2 > 0. Find the Fisher information I (σ2) in X. In this exercise the variance σ2 is regarded as the parameter, whereas in Exercise 4 the standard deviation σ is regarded as the parameter.
Distribution
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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