EXAMPLE: Returning to the Poisson example withexp−wetakênX̄nand̂nexp−X̄n. Nowgexp−andg1−exp−. It follows thatAvarn̂n−−exp−2AvarnX̄n−exp−2and so the asymptotic standard deviation of̂nisexp−/n.∙It is not true thatVarn̂n−exp−2. We do not knowVarn̂n−.51
∙The delta method can be applied to vectors of parameters. Letg:Θ→mbe continuously differentiable. We can writegg1g2gmwheregjgj1,2,...,p.52
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