(Solution Library) Let X have a gamma distribution with α=4 and β=θ>0. Find the Fisher information of one observation I(θ). If X_1, X_2,
Question: Let \(X\) have a gamma distribution with \(\alpha=4\) and \(\beta=\theta>0\).
- Find the Fisher information of one observation \(I(\theta)\).
- If \(X_{1}, X_{2}, \ldots, X_{n}\) is a random sample from this distribution, show that the MLE is an efficient estimator of \(\theta\).
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