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Let X be a single sample from Pθ. Find the Fisher information I(θ) in the following cases.

(a) Pθ is the N(µ, σ2) distribution with θ = µ ∈ R.

(b) Pθ is the N(µ, σ2) distribution with θ = σ2 > 0.

(c) Pθ is the N(µ, σ2) distribution with θ = σ > 0.

(d) Pθ is the N(σ, σ2) distribution with θ = σ > 0.

(e) Pθ is the N(µ, σ2) distribution with θ = (µ, σ2) ∈ R × (0, ∞).

(f) Pθ is the negative binomial distribution NB(θ, r) with θ ∈ (0, 1).

(g) Pθ is the gamma distribution Γ(α, γ) with θ = (α, γ) ∈ (0, ∞) × (0, ∞).

(h) Pθ is the beta distribution B(α, β) with θ = (α, β) ∈ (0, 1)×(0, 1).

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  • Category:- Statistics and Probability
  • Reference No.:- M92680329

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