A4.13 B4.15

Principles of Statistics
Part II, 2004

Suppose that θRd\theta \in \mathbb{R}^{d} is the parameter of a non-degenerate exponential family. Derive the asymptotic distribution of the maximum-likelihood estimator θ^n\hat{\theta}_{n} of θ\theta based on a sample of size nn. [You may assume that the density is infinitely differentiable with respect to the parameter, and that differentiation with respect to the parameter commutes with integration.]

Part II 2004