Question: Let be a regular parametric model (not necessarily an exponential family) such that does not depend on , and f twice differentiable with respect to

Let be a regular parametric model (not necessarily an exponential family) such that does not depend on , and f twice differentiable with respect to . Let

. Show that the equality in 3.2 is equivalent to a regularity condition allowing us to interchange integration and differentiation.

Reminder: for any ,

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