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Observations X1, ..., Xn come from the density function f(x; 6) = c(x) exp{x0 – b(0)}, where 0 is unknown. In the general cas
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Solution: Given that → observations Xua... X come from the density function + (%;)= C(x) exp{xo–b(0) } Here, o is unknown → I- Now, 1 we have fi show that E [T 5] [660] + b (0) . - we know that EfT »] - E (1) E() + cov( x, t) assume that sal and var- Now, we have to show that var T > 6(0) since, var (1) - E(73) - [ECT] — (i). From equation (i); of X= So that E( 71 7) = (

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