Question: The information about in a random sample of size

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

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  • CreatedNovember 04, 2015
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