Let X be a single sample from Pθ. Find the Fisher information I(θ) in the following cases.
(a) Pθ is the N(µ, σ2) distribution with θ = µ ∈ R.
(b) Pθ is the N(µ, σ2) distribution with θ = σ2 > 0.
(c) Pθ is the N(µ, σ2) distribution with θ = σ > 0.
(d) Pθ is the N(σ, σ2) distribution with θ = σ > 0.
(e) Pθ is the N(µ, σ2) distribution with θ = (µ, σ2) ∈ R × (0, ∞).
(f) Pθ is the negative binomial distribution NB(θ, r) with θ ∈ (0, 1).
(g) Pθ is the gamma distribution Γ(α, γ) with θ = (α, γ) ∈ (0, ∞) × (0, ∞).
(h) Pθ is the beta distribution B(α, β) with θ = (α, β) ∈ (0, 1)×(0, 1).