Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/ii/paper-4/13j/c/solution

Let be the parameter-contrast vector for the specified game: it has entries for , entries for , and zero elsewhere. Put
Under the stated regularity assumptions, asymptotic normality of a maximum likelihood estimator gives
where . Since , the delta method gives
Equivalently, for large ,
with .

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