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Biometrika 1984 71(3):651-653; doi:10.1093/biomet/71.3.651
© 1984 by Biometrika Trust
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MISCELLANEA

A note on the proof by H. E. Daniels of the asymptotic efficiency of a maximum likelihood estimator

JOHN A. WILLIAMSON

Department of Mathematics, University of Colorado Boulder, Colorado, U.S.A.

A corrected proof of an important preliminary result of Daniels (1961) is presented. Daniels's work, showing that a well-behaved second dericative of the expected log likelihood function, rather than of the log likelihood function, is the key to asymptotic efficiency, is thus complete.

Key Words: Asymptotic efficiency • Maximum likelihood • Berry-Esseen bound • wald compactriess argument


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