I made one typo in my previous mail.
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May I ask one statistics related question please? I have one query on MLE
itself. It's property says that, for large sample size it is normally
distributed [i.e. asymptotically normal]. On the other hand it is "Consistent"
as well. My doubt is, how this two asymptotic properties exist simultaneously?
If it is consistent then asymptotically it should collapse to "truth" i.e. for
large sample size, variance of MLE should be zero. However asymptotic normality
says, MLE have some distribution and hence variance.
Â
Can anyone please clarify me? Your help will be highly appreciated.
--- On Wed, 8/10/08, Ron Michael <[EMAIL PROTECTED]> wrote:
From: Ron Michael <[EMAIL PROTECTED]>
Subject: [R] MLE
To: [EMAIL PROTECTED]
Date: Wednesday, 8 October, 2008, 6:05 PM
May I ask one statistics related question please? I have one query on MLE
itself. It's property says that, for large sample size it is normally
distributed [i.e. asymptotically normal]. On the other hand it is Efficient as
well. My doubt is, how this two asymptotic properties exist simultaneously? If
it is consistent then asymptotically it should collapse to "truth"
i.e. for large sample size, variance of MLE should be zero. However asymptotic
normality says, MLE have some distribution and hence variance.
Â
Can anyone please clarify me? Your help will be highly appreciated.
Â
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