For a Normal distribution X∼N(μ,σ2)X \sim N(\mu, \sigma^2)X∼N(μ,σ2), what is the Fisher Information I(μ)I(\mu)I(μ)?
1σ2\frac{1}{\sigma^2}σ21
12σ2\frac{1}{2\sigma^2}2σ21
nσ2\frac{n}{\sigma^2}σ2n
n2σ2\frac{n}{2\sigma^2}2σ2n