4 22 Show that in the i i d case, the amount of information contained in X1, , Xn is n times that contained in X1 that is, I() nI () see (4 75) and (4 76) The result requires some regularity conditions to hold What regularity conditons ...

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4.22 Show that in the i.i.d. case, the amount of information contained in X1, . . ....

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4.22 Show that in the i.i.d. case, the amount of information contained in X1, . . . , Xn is n times that contained in X1; that is, I(θ) = nI (θ) [see (4.75) and (4.76)].

The result requires some regularity conditions to hold. What regularity conditons?

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Large Sample Techniques For Statistics

ISBN: 9783030916947

2nd Edition

Authors: Jiming Jiang

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4.22 Show that in the i.i.d. case, the amount of information contained in X1, . . . , Xn is n times that contained in X1; that is, I() = nI () [see (4.75) and (4.76)]. The result requires some...
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4.22 Show that in the i.i.d. case, the amount of information contained in X1, . . ....

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Large Sample Techniques For Statistics

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