Solution
= Solution
$I(\theta)=E_\theta[(\partial_\theta\log f(X;\theta))^2]$. The biased <Cramér-Rao bound> bound is $\operatorname{Var}_\theta\delta\ge(1+b'(\theta))^2/I(\theta)$.
= Solution
$I(\theta)=E_\theta[(\partial_\theta\log f(X;\theta))^2]$. The biased <Cramér-Rao bound> bound is $\operatorname{Var}_\theta\delta\ge(1+b'(\theta))^2/I(\theta)$.