Let f(.) be a normal density with mean θ and variance σ 2 . Consider the asymptotically best linear unbiased estimator of σ based on n observations X1,... ,Xn and verify whether this estimator...

Let f(.) be a normal density with mean θ and variance σ 2 . Consider the asymptotically best linear unbiased estimator of σ based on n observations X1,... ,Xn and verify whether this estimator satisfies the Hadamarddifferentiability condition in (4.51).