I need some help with this question.
( look picture attached )
find the Cramer Rao lower bound for the unbiased estimator of theta.
Assuming the Xi are independent... This is how I've been taught. Dunno how you've learnt it...
We have the joint pdf of the Xi equal to :
An estimator will be solution of
Wow...now, that's ugly !
I've been taught to find Fisher's information, and h such that
(if it's an unbiased estimator, then h=Id)
And then Cramer Rao's lower bound is