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Chapter 8: Q4E (page 527)

Suppose a random variable has a normal distribution with a mean of 0 and an unknown standard deviation 蟽> 0. Find the Fisher information I (蟽) in X.

Short Answer

Expert verified

The fisher information is 2n/ 蟽2

Step by step solution

01

Given the information

It is given that X is a random variable that follows Normal distribution with a known mean of 0 and unknown standard deviation >0. Therefore X1,鈥�.., Xn are iid Normal (碌=0, 蟽>0) .

02

Define the pdf


03

Define fisher information


04

Calculating fisher information for normal distribution

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