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In: Advanced Math

Provided a standard sequence of n independent Bernoulli trials in which the probability of success is...

Provided a standard sequence of n independent Bernoulli trials in which the probability of success is θ and the probability of failure is 1−θ.

If A represents the observed number of success and B represents the observed number of failures, (with A+B = n), then find I(θ), the Fisher information matrix. (Hint: Recall that the sum of n Bernoulli trials is a Binomial random variable. Also assume that n, A and B are fixed and so the only unknown parameter is θ, in the case I(θ) will be a scalar.)

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