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@tako_ika

スライド一枚で最尤推定量の漸近正規性

Last updated at Posted at 2025-04-23

はじめに

最尤推定量の漸近正規性って講義で紹介されて「すげ～」となるのですが，証明が飛ばされがちな気がしています．

そこで，現代数理統計学の基礎に書かれてある内容をできるだけ視覚的にわかりやすくスライド一枚にまとめてみました．
要は，テイラーの定理の式を変形し，出てくる各項をうまく評価した，ということです．
いやー，うまい！

漸近正規性の証明

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