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Let X,, X,,...X be a random sample of size n from a normal distribution with parameters a. Derive the Cramer-Rao lower bound

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πο ndom sample -from m(μ, σ2) Xn Let X1 , X2 be par am ehn set . (K,r) ω suppose e= → matrix. Fisherinfor maH or then 1(e)=1(9): infoTt maHon Fisher matriz. [10] i,,-- Then E17679 Here 2 う21,2 . ou 2ơ2 0-2 a H2 -E 2,2 O52 -3 2. 2 0r4 (o2)3 N (uo)DIXxn 1(9)13.2 = 202 Σ(회-μ) (Olx,.xn)-- au toa now , σ2 ㅎ. naru ondom vaniable Cramer - Rao loDer bound subpose xHere, njo I(H) エ(e) Ce) n-1 2) vanianu. n-1

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