Week 7 Flashcards
1
Q
How to prove asymptotic normality?
A
Use CLT or Delta method
2
Q
Prove consistency using?
A
Weak LLN
3
Q
We say to rvs X and Y are identically distributed if
A
And only if
4
Q
Elimination of parameters
A
We can’t integrate out nuisance parameters
Because parameters are unknown BUT fixed quantities therefore we can’t integrate them out of the likelihood function
But should only deal with one parameter at a time
However in Bayesian stats, params are RVs
5
Q
Profile likelihood
A
(Also called relative likelihood)
Alternative to elimination of parameters
6
Q
Willk’s Theorem
A
Example included
7
Q
Relative likelihood function
A
If a model contains only one parameter then R(θ | x) is RLF
8
Q
Wald CI
A
