MLE etc Flashcards by luca tommasi

Q

Likelyhood f of what

A

X and theta vero

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Q

Invariance MLE

A

tau of theta mle is mle of tau theta

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Q

fisher info

A

-E(d2/dtheta log f(X1;theta)

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Q

exponential families

A

not t, rest all lol.. MLE consistent

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Q

asymptotic properties MLE

A

N(theta, 1/(nI) sqrt(nI)*(thatahat-theta) N(0,1)

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Q

Asymptotic tau

A

sqrt(N)(taumle-tautheta) N(0, deri tau^2/I)

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