10. Suppose that X . . , X, form a random sample from the normal distribution with mean 0 and unknown stan- dard deviation o > 0. Find the lower bound specified by the information inequality for the variance of any unbi- ased estimator of log o.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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10. Suppose that X , X, form a random sample from
the normal distribution with mean 0 and unknown stan-
dard deviation o > 0). Find the lower bound specified by
the information inequality for the variance of any unbi-
ased estimator of log o.
Transcribed Image Text:10. Suppose that X , X, form a random sample from the normal distribution with mean 0 and unknown stan- dard deviation o > 0). Find the lower bound specified by the information inequality for the variance of any unbi- ased estimator of log o.
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