Unformatted text preview: below , argue that [ m ( θ ) is the MVUE of m ( θ ). (b) Show that the variance of [ m ( θ ) is equal to the Cramer–Rao lower bound. (Hints: You’ll need to calculate the Fisher information I ( θ ) for f θ ( x ) deﬁne above. Also, remember that m ( θ ) is a function of the parameter θ , so the Cramer–Rao lower bound is not simply [ nI ( θ )]-1 . Finally, the results in The-orem 7.5.1 should be helpful.) 1...
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- Spring '08
- Normal Distribution, possible extra credit, CramerRao lower bound