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Let X have a Normal distribution with mean and variance 2 . In this problem, the Fisher
Information is for 1 random variable (or random sample). 10 pts. (a) Assume is unknown and 2
is known. Find the Fisher Information I ( ) . (b) Assume is known and 2 is unknown. Let = 2
(this is to simplify the notation). Find the Fisher Information I ( ) .

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Let X have a Normal distribution with mean and variance 2- In this pr.pdf

  • 1. Let X have a Normal distribution with mean and variance 2 . In this problem, the Fisher Information is for 1 random variable (or random sample). 10 pts. (a) Assume is unknown and 2 is known. Find the Fisher Information I ( ) . (b) Assume is known and 2 is unknown. Let = 2 (this is to simplify the notation). Find the Fisher Information I ( ) .