If X∼Normal(μ,σ2)X \sim \text{Normal}(\mu, \sigma^2)X∼Normal(μ,σ2), what is the Fisher Information I(σ2)I(\sigma^2)I(σ2) if μ\muμ is known?
12σ4\frac{1}{2\sigma^4}2σ41
1σ2\frac{1}{\sigma^2}σ21
12σ2\frac{1}{2\sigma^2}2σ21
1σ4\frac{1}{\sigma^4}σ41