week 4 Flashcards

1
Q

Assumptions of SLRM

A
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2
Q

Invariance property of MLE

A
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3
Q

Consistency of a parameter

A
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4
Q

justifyMLE as point estimator

A
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5
Q

If a likelihood fx has unique maximum then

A

And this is the MLE

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6
Q

Score function

A

Gradient is taken WRT values of θ

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7
Q

(Strong) likelihood principle

A
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8
Q

Define the observed information matrix

A

Where p is dim of θ hence it becomes θ

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9
Q

How do you use score function and observed information matrix with MLE

A

MLE is solution to score function = 0

You can use the information matrix to determine if the inflection point is a maximum using second deriv

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