Question
In the last problem, you have computed the maximum likelihood estimator for in terms of the sample averages of the linear and quadratic means, i.e.
In the last problem, you have computed the maximum likelihood estimator for in terms of the sample averages of the linear and quadratic means, i.e. and , and applied the CLT and delta method to find its asymptotic variance. In this problem, you will compute the asymptotic variance of via the Fisher Information. Denoting the log likelihood for one sample by , compute the second derivative
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Fundamentals Of Business Mathematics In Canada
Authors: F. Ernest Jerome, Jackie Shemko
3rd Edition
1259370151, 978-1259370151
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