Edited by author 01-28-2004 01:54 AM
I have a question about problem 2.1. I have estimated the parameter theta which gives me directly the expectation of e^(-theta) but not necessarily its variance. Can the variance of e^(-theta) also be expressed as a function of the variance of theta or do we have to estimate it directly?


Doug & Jay:

I believe that an easier way to prove 2.4 is to express one of the variances as a function of the other - start with the expression of one of the variances and transform it into the other. What remains will tell you which of the two is greater than the other.