STAT 201B Lecture Notes - Lecture 10: Independent And Identically Distributed Random Variables, Identifiability, Oki Electric Industry

• School: Berkeley
• Department: Statistics
• Course: STAT 201B
• Professor: Elizabeth Purdom

Document Summary

Gce) what estimate mean flap , estimate shape ( gamma. I i (cid:15482) 7g " g is. In max lex) =l cg -yes ) ellen ) know en max ito) want if not i - i. E show g ( ek ) max: mle consistent. Regularity conditions iid fcxio : xi . 2 identifiability 0=0 " fcx ; f) ff cx ; o) 3. density have common support f = { x : fix ; o ) > o} 4 i w open set t the o" 5 f- cx ; o ) differentiable w. r. to e w e w. Peco , is conclusion i sufficient to have consistency of ule. Dcf , g) = ffcx ) log { tge: g. = effeogfcx) - log goes} 20 simplify notation for , for. "ion = argmoax tanto ) - then cotta ) Expected vaheefcxii ok ) = an co )