is a case in point. For this model, (a) find the score function L() and show that the set of outcomes in which the score

is a case in point. For this model,

(a) find the score function Lθ(θ) and show that the set of outcomes in which the score is undefined occurs with a probability of zero,

(b) find the gradient of the expected value of the log-likelihood function, ∂ E[L(θ)]/∂θ.

(c) show that E[Lθ(θ₀)] = ∂E[L(θ)]/∂θ|θ=θ₀, and

(d) show that E[Lθθ(θ₀)] = 0.