Verify that the formulas (8.3) for the expected information matrix continue to hold when the mean A() and the covariance (2) are nonlinear functions of

Verify that the formulas (8.3) for the expected information matrix continue to hold when the mean A(µ) and the covariance Ω(σ2) are nonlinear functions of the underlying parameter vectors µ and σ2, provided any appearance of A ∂

∂µi

µ is replaced by ∂

∂µi A(µ) and any appearance of Γi is replaced by ∂

∂σ2 i

Ω(σ2).