10. Suppose that X . . , X, form a random sample from the normal distribution with mean 0 and unknown stan- dard deviation o > 0. Find the lower bound specified by the information inequality for the variance of any unbi- ased estimator of log o.

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10. Suppose that X , X, form a random sample from
the normal distribution with mean 0 and unknown stan-
dard deviation o > 0). Find the lower bound specified by
the information inequality for the variance of any unbi-
ased estimator of log o.
Transcribed Image Text:10. Suppose that X , X, form a random sample from the normal distribution with mean 0 and unknown stan- dard deviation o > 0). Find the lower bound specified by the information inequality for the variance of any unbi- ased estimator of log o.
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