Question: statistics (a) Suppose the random vector Y has a smooth probability densityr function f (y; :9), where 9 is an unknown parameter. Let T =

statistics

(a) Suppose the random vector Y has a smooth probability densityr function f (y; :9), where 9 is an unknown parameter. Let T = T{Y) he an unbiased estimator of g(6). Then the following CramrRao inequality holds: {dam/def MT) 3 E([6'log{f(y; meme 1. Show that the denominator on the right-hand side of the above inequality can be replaced by: a 2 E (() loamy; an). {7 marks) ii. State the condition under which there exists an unbiased estimator of 9(9) whose variance attains the CramrRao lower bound. {3 marks)

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