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Q149Section III (Statistics)149 of 190

The score function has mean zero under standard regularity

Suppose f(x,θ)f(x,\theta) is a probability density function of X for which differentiation under integral sign is permissible. Then E(ddθlog⁡f(X,θ))E\Bigl(\dfrac d{d\theta}\log f(X,\theta)\Bigr) is:

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