Question: Two objects with unknown weights 1 and 2 are weighed separately on a scale and together (both placed on the scale), giving three measurements x

Two objects with unknown weights 1 and 2 are weighed separately on a scale and together (both placed on the scale), giving three measurements x1, x2 and x3. It is known from previous experience with the scale that measurements are independent and normally distributed about the true weights with variance 1.

It is known that the MLEs are 1 = (2x1 + x3 x2)/3 and 2 = (2x2 + x3 x1)/3.

(a) Obtain the information matrix I(1, 2)

(b) Does the estimator 1 = (2X1 + X3 X2)/3 attain the information lower bound for 1? Give reasons for your answer.

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