Suppose that X1, . . . , Xn form a random sample from the normal distribution with

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Suppose that X1, . . . , Xn form a random sample from the normal distribution with mean 0 and unknown standard deviation σ > 0. Find the lower bound specified by the information inequality for the variance of any unbiased estimator of log σ.
Distribution
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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