Beginning with the canonical coordinate system introduced at (8.17), transform from to with components r
Question:
Beginning with the canonical coordinate system introduced at (8.17), transform from θ to ϕ with components
ϕr = Kr (θ) + νr,s,tuθ
sθ
tθ
u/2 + νr,s,tuθ
sν
t,u/2.
Show that, although E(Ur
; θ) ≠ ϕr
, nevertheless ϕˆr = Ur. Show also that the observed information determinant with respect to the components of ϕ satisfies 1
2 log det K∗rs (u; θˆ) =
1 2
log det ˆj rs
ϕ + νr,s,tuν
r,sν
t,u at the maximum likelihood estimate. Hence deduce (8.23) directly from (8.20).
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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