Consider the likelihood of an i.i.d. sample from a Bernoulli population with parameter 𝑝 𝐿 ( 𝑥 1 , . . . , 𝑥 𝑇 ) = ∏ 𝑡 = 1 𝑇 𝑝 𝑥 𝑡 ( 1 − 𝑝 ) 1 − 𝑥 𝑡 . If you estimate the parameter using a Maximum Likelihood estimator, you obtain the point estimate 𝑝 ̂ = 1 𝑇 ∑ 𝑡 = 1 𝑇 𝑥 𝑡 . The standard error can be computed according to two different approaches as we have seen in class: (1) use the variance-covariance matrix of the score 𝛺 0 ; (2) use the matrix of second derivatives of the standardized log-likelihood 𝐵 0 . What is the formula for the standard error of the estimated parameter, if we follow approach (2)?