Suppose that a random variable X has the normal distribution with mean 0 and unknown variance 2 0 Find the Fisher information I (2) in X In this exercise the variance 2 is regarded as the parameter, whereas in Exercise 4 the standard deviation is regarded as the parameter

Question: Suppose that a random variable X has the normal distribution with mean 0 and unknown variance 2 > 0. Find the Fisher information I (2)

Suppose that a random variable X has the normal with mean 0 and unknown variance σ2 > 0. Find the Fisher information I (σ2) in X. In this exercise the variance σ2 is regarded as the parameter, whereas in Exercise 4 the standard deviation σ is regarded as the parameter.

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