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Exponential-rate maximum-likelihood estimator (θ=1/X)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Maximum likelihood estimation Maximum-likelihood estimator
Created 2026-10-03 Updated 2026-10-05  0 By others on same topic  0 Discussions Create my own version
For independent observations from the exponential distribution with rate θ, the log-likelihood is nlogθ−θ∑i​Xi​, so
θ=∑i​Xi​n​=X1​.
(1)
The central limit theorem and delta method give
n​(θ−θ)d​N(0,θ2).
(2)

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  • Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 28J / a / Solution

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