In an I J contingency table, let ij denote local odds ratio (2.10), and let

Question:

In an I × J contingency table, let θij denote local odds ratio (2.10), and let θ̂ij denote its sample value.

a. show that asymp. cov(√n log θ̂ij, √n log θ̂i+1, j) = –[π–1i+1, j + π–1i+1, j+1].

b. Show that asymp. cov(√n log θ̂ij, √nlog θ̂i+1, j+1) = π–1i+1, j+1.

c. When θ̂ij and θ̂hk use mutually exclusive sets of cells, show that asymp. cov(√n log θ̂ij, √n log θ̂hk) = 0.

d. State the asymptotic distribution of log θ̂ij.

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: