April 2015
Intermediate to advanced
1062 pages
40h 35m
English
Chapter Outline
B.1 Cramér-Rao Bound 1019
B.2 Characteristic Functions 1020
B.3 Moments and Cumulants 1020
B.4 Edgeworth Expansion of a pdf 1021
Reference 1022
Let x denote a random vector and let
be a set of corresponding observations,
= {x1,x2,…,xN}. The corresponding joint pdf is parameterized in terms of the parameter vector θ ∈
l. The log-likelihood is defined as,