By using the expansion for i given in Section 6.2.4, show that the maximum likelihood estimate of based on Xn in the exponential family

By using the expansion for ξi given in Section 6.2.4, show that the maximum likelihood estimate of θ based on X̄n in the exponential family

(6.14) has bias E (n 1/2θˆ

r) = −

1 2 n

−1/2κ

i,j,kκi,rκj,k + O (n

−3/2).