Question: Beginning with the canonical coordinate system introduced at (8.17), transform from to with components r = Kr () + r,s,tu s t u/2
Beginning with the canonical coordinate system introduced at (8.17), transform from θ to ϕ with components
ϕr = Kr (θ) + νr,s,tuθ
sθ
tθ
u/2 + νr,s,tuθ
sν
t,u/2.
Show that, although E(Ur
; θ) ≠ ϕr
, nevertheless ϕˆr = Ur. Show also that the observed information determinant with respect to the components of ϕ satisfies 1
2 log det K∗rs (u; θˆ) =
1 2
log det ˆj rs
ϕ + νr,s,tuν
r,sν
t,u at the maximum likelihood estimate. Hence deduce (8.23) directly from (8.20).
Step by Step Solution
3.34 Rating (157 Votes )
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
