Past exam of the mathematics course of the University of Cambridge 2024 ii Paper 2 29L c Solution Created 2026-09-24 Updated 2026-09-25
For scalar , Taylor's theorem about the MLE, where
, gives some between and such thatThe Wald statistic isUnder the null, consistency gives
in probability. A uniform law of large numbers for the observed information on a neighborhood of givesCancellation of the common squared displacement and Slutsky's theorem prove the Wald and likelihood-ratio asymptotic equivalence
, gives some between and such thatThe Wald statistic isUnder the null, consistency gives
in probability. A uniform law of large numbers for the observed information on a neighborhood of givesCancellation of the common squared displacement and Slutsky's theorem prove the Wald and likelihood-ratio asymptotic equivalence