Suppose that X1, , Xn form a random sample from the normal distribution with mean 0 and unknown standard deviation 0 Find the lower bound specified by the information inequality for the variance of any unbiased estimator of log

Question: Suppose that X1, . . . , Xn form a random sample from the normal distribution with mean 0 and unknown standard deviation >

Suppose that X1, . . . , Xn form a random sample from the normal with mean 0 and unknown standard deviation σ > 0. Find the lower bound specified by the information inequality for the variance of any unbiased estimator of log σ.

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