Hi
Here X is the random variable and not theta.
NB: E[g(X)]=int[g(x)*f(x)]dx over 0 to inf
You could have taken L(x) = prod over n terms.
Note this equivalent to using log(x) = sum over n terms instead
Hence, Expectation is n times Expectation for one of them
You will see that this has been applied at the CRLB step.
Last edited: May 14, 2013