Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 36 1 d Solution Created 2026-10-03 Updated 2026-10-07
The map is a bounded linear functional on L2 space, since by the Cauchy-Schwarz inequality. Its kernel, the mean-zero L2 space, is therefore closed. Every nuisance score function and the parametric score function are centered, so both and are centered. HenceMoreover, the efficient score belongs to the orthogonal complement of the nuisance tangent space. Writing givesThis is the efficient-score projection identity; it remains valid when the efficient information is zero.