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6. Let X₁,..., Xn,... ~ iid Pois (0) and we wish to estimate = P(X = 0) = e-8. (a) Using the CLT and Delta Method, find the asymptotic distribution of the MLE - (b) Using the result in (a), claim that on is asymptotically efficient.

6. Let X₁,..., Xn,... ~ iid Pois (0) and we wish to estimate = P(X = 0) = e-8. (a) Using the CLT and Delta Method, find the asymptotic distribution of the MLE - (b) Using the result in (a), claim that on is asymptotically efficient.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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6. Let X₁,..., Xn,... ~ iid Pois (0) and we wish to estimate $ = P₂(X = 0) = e-º. (a) Using the CLT and Delta Method, find the asymptotic distribution of the MLE n. (b) Using the result in (a), claim that on is asymptotically efficient.
Transcribed Image Text:6. Let X₁,..., Xn,... ~ iid Pois (0) and we wish to estimate $ = P₂(X = 0) = e-º. (a) Using the CLT and Delta Method, find the asymptotic distribution of the MLE n. (b) Using the result in (a), claim that on is asymptotically efficient.
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