7.5.5. Let X be a random variable with the pdf of a regular case of the exponential class, given by f(x; 0) = exp[0K(x) + H(x) + q(0)], a < x

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7.5.5. Let X be a random variable with the pdf of a regular case of the exponential
class, given by f(x; 0) = exp[0K(x) + H(x) + q(0)], a < x <b, y < 0 < 6. Show
that E[K(X)] = -q'(0)/p'(0), provided these derivatives exist, by differentiating
both members of the equality
[*exp|p(0)K(x) + H(2) + q(0)] dx = 1
with respect to 0. By a second differentiation, find the variance of K(X).
Transcribed Image Text:7.5.5. Let X be a random variable with the pdf of a regular case of the exponential class, given by f(x; 0) = exp[0K(x) + H(x) + q(0)], a < x <b, y < 0 < 6. Show that E[K(X)] = -q'(0)/p'(0), provided these derivatives exist, by differentiating both members of the equality [*exp|p(0)K(x) + H(2) + q(0)] dx = 1 with respect to 0. By a second differentiation, find the variance of K(X).
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