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Competitive Stats
Q4Section I (Objective (Q1–Q80))4 of 80

Statistical Inference — CRLB attainment for normal mean and variance

Consider Xi∼N(θ1,θ2)X_i \sim N(\theta_1, \theta_2); i=1,2,3,…,ni = 1, 2, 3, …, n such that θ1\theta_1 and θ2\theta_2 are both unknown. The C-R lower bound is

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