By using the expansion for i given in Section 6.2.4, show that the maximum likelihood estimate of

By using the expansion for ξi given in Section 6.2.4, show that the maximum likelihood estimate of θ based on X̄n in the exponential family

(6.14) has bias E (n 1/2θˆ

r) = −

1 2 n

−1/2κ

i,j,kκi,rκj,k + O (n

−3/2).