Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 4 / 13J / c

Let $x$ be the parameter-contrast vector for the specified game: it has entries $+1$ for ${\beta }_i,{\beta }_j,{\beta }_{\{i,j\}}$, entries $-1$ for ${\beta }_k,{\beta }_{\ell },{\beta }_{\{k,\ell \}}$, and zero elsewhere. PutUnder the stated regularity assumptions, asymptotic normality of a maximum likelihood estimator giveswhere $i_N(\beta )/N\to I(\beta )$. Since $g^{\prime }(\eta )=p(1-p)$, the delta method givesEquivalently, for large $N$,with $p=e^{x^T\beta }/(1+e^{x^T\beta })$.