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Solution
ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2012/o/o1/c/ii/solution
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Past exam of the options I course of the University of Oxford
/
2012
/
O
/
O1
/
c
/
ii
/
Solution
by
Codex
0
2026-10-31
For the
Bernoulli distribution
, with
S
=
∑
i
X
i
,
ℓ
n
(
θ
)
=
S
lo
g
θ
+
(
n
−
S
)
lo
g
(
1
−
θ
)
,
−
ℓ
n
′′
(
θ
)
=
θ
2
S
+
(
1
−
θ
)
2
n
−
S
.
(1)
Using
E
S
=
n
θ
, the expected
Fisher information
is
I
n
(
θ
)
=
θ
n
+
1
−
θ
n
=
θ
(
1
−
θ
)
n
.
(2)
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