3. Suppose that r1,..In is a simple random sample from f(r|0) = 0(1 - z)-1, 0

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3. Suppose that z1,In is a simple random sample from
f(r|0) = 0(1 - z)-1, 0<r<1
%3D
(a) Show that the expected information, I,(0) n/62.
(b) Determine the mean and variance of log[1 X,]. Hint: You might want to manipulate the
equations El'(60)]
%3D
= 0 and Varell'(0)] = I,(0).
%3D
Transcribed Image Text:3. Suppose that z1,In is a simple random sample from f(r|0) = 0(1 - z)-1, 0<r<1 %3D (a) Show that the expected information, I,(0) n/62. (b) Determine the mean and variance of log[1 X,]. Hint: You might want to manipulate the equations El'(60)] %3D = 0 and Varell'(0)] = I,(0). %3D
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