In an I J contingency table, let ij denote local odds ratio (2 10), and let ij denote its sample value a show that asymp cov(n log ij , n log i 1, j ) 1 i 1, j 1 i 1, j 1 b Show that asymp cov(n log ij , nlog i 1, j 1 ) 1 i 1, j 1 c When ij and hk use mutually exclusive sets of cells, show that asy...

Solution a Covn log ij n log i1 j covn log ij n log i1 j covn log ij n log i1 j 0 1i1 j 0 1i1 j ...

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

Question:

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

a. show that asymp. cov(√n log θ̂_ij, √n log θ̂_{i+1, j}) = –[π^–1_{i+1, j}+ π^–1_{i+1, j+1}].

b. Show that asymp. cov(√n log θ̂_ij, √nlog θ̂_{i+1, j+1}) = π^–1_{i+1, j+1}.

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

d. State the asymptotic distribution of log θ̂_ij.

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...

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