$\displaystyle I^{-\frac{1}{2}} U \approx N(0,1) $

and

$\displaystyle I^{\frac{1}{2}}(\widetilde{\theta}-\theta)\approx N(0,1) $

I is fisher information, $\displaystyle \widetilde{\theta} $ is mle

how to prove these two arguments

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- May 23rd 2010, 08:34 AMamberxinyaprove asymptotic distribution
$\displaystyle I^{-\frac{1}{2}} U \approx N(0,1) $

and

$\displaystyle I^{\frac{1}{2}}(\widetilde{\theta}-\theta)\approx N(0,1) $

I is fisher information, $\displaystyle \widetilde{\theta} $ is mle

how to prove these two arguments - May 23rd 2010, 08:45 AMmatheagle
What's I and theta?

And is there a question here?