Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/ii/paper-3/28k/b/solution

The maximum-likelihood estimator is
Under the score-outer-product convention stated in the question,
This is the sample covariance matrix with divisor . The strong law of large numbers, applied entrywise, gives
Thus the empirical score outer-product information consistently estimates the per-observation Fisher information.

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