Question 11.12: The N(μ, θ) (μ known) p.d.f. is of the exponential type....

The N(μ, θ) (μ known) p.d.f. is of the exponential type.

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Here

f(x;θ)=12πθe12θ(xμ)2,f(x;\theta)={\frac{1}{{\sqrt{2\pi\theta}}}}e^{-{\frac{1}{2\theta}}(x-\mu)^{2}},

and this is of the form (4)

f(x;θ)=C(θ)eQ(θ)T(x)×h(x),    x,                   (4)f(x;\theta)=C(\theta)e^{Q(\theta)T(x)}\times h(x),\ \ \ \ x\in\Re,\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ (4)

with C(θ)=12πθ, Q(θ)=12θC(\theta)={\frac{1}{\sqrt{2\pi\theta}}},\ Q(\theta)=-{\frac{1}{2\theta}} strictly increasing (since ddθ(12θ)=12θ2>0),  T(x)=(xμ)2,and  h(x)=1.{\frac{d}{d\theta}}(-{\frac{1}{2\theta}})={\frac{1}{2\theta^{2}}}\gt 0),\;T(x)=(x-\mu)^2,\mathrm{and}\;h(x)=1.

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