STAT 582

Comments to homework set 5

Question 1

Part (d) is one reason to use inverse observed information as an estimate of the variance of a mle. As usual, the unconditional and the conditional information are quite different.

Question 4

It is a general fact that Barndorff-Nielsen's formula yields an approximation to the conditional distribution of the mle, given some suitable ancillary (we will try to make that statement a little more precise).