Suppose that X1, , Xn form a random sample from an exponential family for which the p d f or the p f f (x ) is as specified in Exercise 23 of Sec 7 3 Suppose also that the unknown value of must belong to an open interval of the real line Show that the estimator T is an efficient estimator Show that T can be represented in the form given in Eq (8 8 15)

Question: Suppose that X1, . . . , Xn form a random sample from an exponential family for which the p.d.f. or the p.f. f (x|)

Suppose that X1, . . . , Xn form a random sample from an exponential family for which the p.d.f. or the p.f. f (x|θ) is as specified in Exercise 23 of Sec. 7.3. Suppose also that the unknown value of θ must belong to an open interval Ω of the real line. Show that the estimator T = is an efficient estimator. Show that T can be represented in the form given in Eq. (8.8.15).

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