The information about in a random sample of size n is also given by Where f
Question:
The information about θ in a random sample of size n is also given by
Where f (x) is the value of the population density at x, provided that the extremes of the region for which f(x) ≠ 0 do not depend on θ. The derivation of this formula takes the following steps:
(a) Differentiating the expressions on both sides of
With respect to θ, show that
By interchanging the order of integration and differentiation.
(b) Differentiating again with respect to θ, show that
Transcribed Image Text:
a2 Inf(X) ge2 f(x) dx = 1 a Inf(x)-f(x) dx = 0 a2 InfX) alnfx)2 ge
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Related Book For
John E Freunds Mathematical Statistics With Applications
ISBN: 9780134995373
8th Edition
Authors: Irwin Miller, Marylees Miller
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