Asymptotic Properties of MLES ... 'F Let X₁, X2, X3, Xn be a random sample from a distribution with a parameter 8. Let ML denote the maximum likelihood estimator (MLE) of 0. Then, under some mild regularity conditions, 1. ML is asymptotically consistent, i.e., - lim P(|ÔML − 0| > e) = 0. 11-700 2. ML is asymptotically unbiased, i.e., lim E[ML] = 0. 12-00 precisely, the random variable 3. As n becomes large, ML is approximately a normal random variable. More ML-0 √Var(OML) converges in distribution to N(0, 1).
Asymptotic Properties of MLES ... 'F Let X₁, X2, X3, Xn be a random sample from a distribution with a parameter 8. Let ML denote the maximum likelihood estimator (MLE) of 0. Then, under some mild regularity conditions, 1. ML is asymptotically consistent, i.e., - lim P(|ÔML − 0| > e) = 0. 11-700 2. ML is asymptotically unbiased, i.e., lim E[ML] = 0. 12-00 precisely, the random variable 3. As n becomes large, ML is approximately a normal random variable. More ML-0 √Var(OML) converges in distribution to N(0, 1).
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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