Let X1, X2,... , Xn denote a random sample of size n from a distribution with p.d.f. f(x;0) = 0xº=1, 0 < x < 1, 0 > 1. Show that the Rao-Cramer lower bound is . Let 0 the mle estimator of 0. Is 0 an efficient estimator?

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Let X1, X2,..., Xn denote a random sample of size n from a distribution with
p.d.f. f(x; 0) = 0xº¬1, 0 < x < 1, 0 > 1. Show that the Rao-Cramer lower
Let 0 the mle estimator of 0. Is 0 an efficient estimator?
02
bound is
n
Transcribed Image Text:Let X1, X2,..., Xn denote a random sample of size n from a distribution with p.d.f. f(x; 0) = 0xº¬1, 0 < x < 1, 0 > 1. Show that the Rao-Cramer lower Let 0 the mle estimator of 0. Is 0 an efficient estimator? 02 bound is n
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