Recent content by JohnK

  1. J

    Proof of asymptotic normality of MLE

    If someone has seen these theorems I would appreciate some help in understanding a part of a certain proof. The usual way to show that \sqrt{n} \left( \hat{\theta}-\theta_0 \right) \xrightarrow{D} N \left( 0, \frac{1}{I \left( \theta_0 \right)} \right) is to expand l \prime \left( \theta...
  2. J

    Proof of constistency of Maximum Likelihood Estimators (MLE)

    Hi all, I would appreciate some help comprehending a logical step in the proof below about the consistency of MLE. It comes directly from Introduction to Mathematical Statistics by Hogg and Craig and it is slightly different than the standard intuitive one that makes use of the Weak Law of...