Let Y binomial(n, ), and let Y n denote the MLE of Let W log ( (l )) denote the sample logit, the MLE of log ( (1 )) Use the Delta Method to show that l (n(l )) is a reasonable estimate of Var W ...

Let Y ~ binomial(n, ), and let = Y/n denote the MLE of . Let W

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Let Y ~ binomial(n, π), and let = Y/n denote the MLE of π. Let W = log (/(l - )) denote the sample logit, the MLE of log (π/(1 - π)). Use the Delta Method to show that l/(n(l - )) is a reasonable estimate of Var W.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:33 AM

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Let Y ~ binomial(n, ), and let = Y/n denote the MLE of . Let W

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