Question: Minimize E {T(X) a()(/) log f(X) b()}2 with respect to a() and b(), where a() and b() are independent of X.
Minimize Eθ {T(X) − a(θ)(∂/∂θ) log fθ(X) − b(θ)}2 with respect to a(θ)
and b(θ), where a(θ) and b(θ) are independent of X.
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