Show $Eleft[left(frac{partial}{partialtheta} ln f(X)right)^2right]=-Eleft[frac{partial^2}{partialtheta^2} ln...

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I encountered a question given $theta$ in a random sample of size $n$ and also
$$-ntimes Eleft[frac{partial^2}{partial theta^2}times ln f(X)right]$$
, where $f(x)$ is the p.d.f. at $x$, provided that the extremes of the region for which $f(x) neq0$ do not depend on $theta$. The derivation of this formula take the following steps:
(a) Differentiating the expressions on both sides of
$int f(x),dx=1$
with respect to $theta$, show that
$$int frac{partial}{partialtheta} ln f(x)times f(x),dx=0$$
by interchanging the order of integration and differentiation.
Now I am having trouble understanding what this question was asking me to do. I used
$$int f(x),dx=1$$
and then,
$$int frac{partial}{partialtheta} f(x), dx = 0$$
But did not know how to proceed to get the answer.
In case anyone want to know, the (b) is:
Differentiating again with respect to $theta$, show that.
$$Eleft[left(frac{partial}{partialtheta} ln f(X)right)^2right]=-Eleft[frac{partial^2}{partialtheta^2} ln f(X)right]$$
Thank you very much for your reading and any assistance would be appreciated!! Thanks!
probability-distributions statistical-inference expected-value
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I encountered a question given $theta$ in a random sample of size $n$ and also
$$-ntimes Eleft[frac{partial^2}{partial theta^2}times ln f(X)right]$$
, where $f(x)$ is the p.d.f. at $x$, provided that the extremes of the region for which $f(x) neq0$ do not depend on $theta$. The derivation of this formula take the following steps:
(a) Differentiating the expressions on both sides of
$int f(x),dx=1$
with respect to $theta$, show that
$$int frac{partial}{partialtheta} ln f(x)times f(x),dx=0$$
by interchanging the order of integration and differentiation.
Now I am having trouble understanding what this question was asking me to do. I used
$$int f(x),dx=1$$
and then,
$$int frac{partial}{partialtheta} f(x), dx = 0$$
But did not know how to proceed to get the answer.
In case anyone want to know, the (b) is:
Differentiating again with respect to $theta$, show that.
$$Eleft[left(frac{partial}{partialtheta} ln f(X)right)^2right]=-Eleft[frac{partial^2}{partialtheta^2} ln f(X)right]$$
Thank you very much for your reading and any assistance would be appreciated!! Thanks!
probability-distributions statistical-inference expected-value
See Fisher information.
– StubbornAtom
11 hours ago
Thank you very much!
– Chen
2 hours ago
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I encountered a question given $theta$ in a random sample of size $n$ and also
$$-ntimes Eleft[frac{partial^2}{partial theta^2}times ln f(X)right]$$
, where $f(x)$ is the p.d.f. at $x$, provided that the extremes of the region for which $f(x) neq0$ do not depend on $theta$. The derivation of this formula take the following steps:
(a) Differentiating the expressions on both sides of
$int f(x),dx=1$
with respect to $theta$, show that
$$int frac{partial}{partialtheta} ln f(x)times f(x),dx=0$$
by interchanging the order of integration and differentiation.
Now I am having trouble understanding what this question was asking me to do. I used
$$int f(x),dx=1$$
and then,
$$int frac{partial}{partialtheta} f(x), dx = 0$$
But did not know how to proceed to get the answer.
In case anyone want to know, the (b) is:
Differentiating again with respect to $theta$, show that.
$$Eleft[left(frac{partial}{partialtheta} ln f(X)right)^2right]=-Eleft[frac{partial^2}{partialtheta^2} ln f(X)right]$$
Thank you very much for your reading and any assistance would be appreciated!! Thanks!
probability-distributions statistical-inference expected-value
I encountered a question given $theta$ in a random sample of size $n$ and also
$$-ntimes Eleft[frac{partial^2}{partial theta^2}times ln f(X)right]$$
, where $f(x)$ is the p.d.f. at $x$, provided that the extremes of the region for which $f(x) neq0$ do not depend on $theta$. The derivation of this formula take the following steps:
(a) Differentiating the expressions on both sides of
$int f(x),dx=1$
with respect to $theta$, show that
$$int frac{partial}{partialtheta} ln f(x)times f(x),dx=0$$
by interchanging the order of integration and differentiation.
Now I am having trouble understanding what this question was asking me to do. I used
$$int f(x),dx=1$$
and then,
$$int frac{partial}{partialtheta} f(x), dx = 0$$
But did not know how to proceed to get the answer.
In case anyone want to know, the (b) is:
Differentiating again with respect to $theta$, show that.
$$Eleft[left(frac{partial}{partialtheta} ln f(X)right)^2right]=-Eleft[frac{partial^2}{partialtheta^2} ln f(X)right]$$
Thank you very much for your reading and any assistance would be appreciated!! Thanks!
probability-distributions statistical-inference expected-value
probability-distributions statistical-inference expected-value
edited 11 hours ago


StubbornAtom
4,65411136
4,65411136
asked yesterday
Chen
213
213
See Fisher information.
– StubbornAtom
11 hours ago
Thank you very much!
– Chen
2 hours ago
add a comment |
See Fisher information.
– StubbornAtom
11 hours ago
Thank you very much!
– Chen
2 hours ago
See Fisher information.
– StubbornAtom
11 hours ago
See Fisher information.
– StubbornAtom
11 hours ago
Thank you very much!
– Chen
2 hours ago
Thank you very much!
– Chen
2 hours ago
add a comment |
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P40 On,VfaO3QZ 5HxomktOTIudTCF,OZjaDYo8HH7D6YUGhVO,R
See Fisher information.
– StubbornAtom
11 hours ago
Thank you very much!
– Chen
2 hours ago