Let X1, X2,... , Xn denote a random sample of size n from a distribution with p.d.f. f(x;0) = 0xº=1, 0 < x < 1, 0 > 1. Show that the Rao-Cramer lower bound is . Let 0 the mle estimator of 0. Is 0 an efficient estimator?

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Estimation

A new framework of data analysis where the new statistical methods are used for interpreting the results and analyzing the data is known as estimation in statistics.