Question: Problem 2. Let X1, ..., Xn are iid random variables and their density function is f (z| M) = -e x > 0. (a) Compute


Problem 2. Let X1, ..., Xn are iid random variables and their density function is f (z| M) = -e x > 0. (a) Compute the Fisher information In (M). (b) Suppose W(X1, ..., Xn) is an unbiased estimator of u2. Then use the Information Inequality to show that Var(W) is no less than 4/ n
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