Econometria1-Transp-tema5-2
Econometria1-Transp-tema5-2
Econometria1-Transp-tema5-2
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5. Sustituir y aplicar la LGN y el TCL.<br />
∂L(<br />
p)<br />
∂p<br />
∂<br />
L(<br />
p)<br />
2<br />
∂p<br />
2<br />
Por tanto,<br />
Λ(p) =<br />
true<br />
p<br />
true<br />
p<br />
=<br />
n<br />
∑<br />
i=<br />
1<br />
=<br />
n<br />
∑<br />
ln f ( pY ; )<br />
∂ln<br />
f( p; Yi)<br />
∂p<br />
i= 1<br />
p<br />
∂<br />
i<br />
ln f( p; Y )<br />
true<br />
n 2<br />
i<br />
i= 1<br />
2<br />
∂p<br />
p<br />
∑<br />
( ˆ MLE<br />
p – p true ⎡ 2<br />
∂ L ( p)<br />
⎤ ∂L(<br />
p)<br />
) ≈ – ⎢ 2 ⎥<br />
⎢ ∂p<br />
true ⎣ p ⎥⎦<br />
∂p<br />
=<br />
−1<br />
∑<br />
⎣ ⎝ ⎠⎦<br />
true<br />
true<br />
p<br />
−1<br />
⎡ n ⎛ 2<br />
ln f( p; Yi)<br />
⎞⎤<br />
n<br />
∂<br />
∂ln<br />
f( p; Yi)<br />
⎢ ⎜−⎥ 2 ⎟<br />
⎢ ⎜ i= 1 ∂p<br />
⎟ true<br />
p ⎥ i= 1 ∂p<br />
p<br />
⎛ ⎞<br />
∑<br />
⎜ ⎟<br />
⎜ ⎟ true<br />
⎝ ⎠<br />
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