WebThomas Fisher Software Specialist at Howard, Howard & Hodges North Deland, Florida, United States 14 connections Web15.1 Fisher information for one or more parameters For a parametric model ff(xj ) : 2 gwhere 2R is a single parameter, we showed last lecture that the MLE ^ n based on X 1;:::;X n IID˘f(xj ) is, under certain regularity conditions, asymptotically normal: p n( ^ n ) !N 0; 1 I( ) in distribution as n!1, where I( ) := Var @ @
Lecture 15 Fisher information and the Cramer-Rao bound …
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