Assuming that (boldsymbol{X}_{1}, ldots, boldsymbol{X}_{n} stackrel{text { iid }}{sim} f), show that (2.48) holds and that (ell_{n}^{*}=-n

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Assuming that $\boldsymbol{X}_{1}, \ldots, \boldsymbol{X}_{n} \stackrel{\text { iid }}{\sim} f$, show that (2.48) holds and that $\ell_{n}^{*}=-n \mathbb{E} \ln f(\boldsymbol{X})$.

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Data Science And Machine Learning Mathematical And Statistical Methods

ISBN: 9781118710852

1st Edition

Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev

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Question Posted: May 19, 2024 02:03 AM

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Assuming that (boldsymbol{X}_{1}, ldots, boldsymbol{X}_{n} stackrel{text { iid }}{sim} f), show that (2.48) holds and that (ell_{n}^{*}=-n

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Data Science And Machine Learning Mathematical And Statistical Methods

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