Econometria1-Transp-tema5-2
Econometria1-Transp-tema5-2
Econometria1-Transp-tema5-2
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Numerador:<br />
so<br />
∂<br />
ln f ( pY , i )<br />
∂p<br />
=<br />
Yi−p p(1 − p)<br />
n 1 ⎛∂ln f( p; Yi)<br />
⎞<br />
∑ ⎜ ⎟ =<br />
n ⎜ i= 1 ∂p<br />
⎟ true<br />
⎝ p ⎠<br />
=<br />
1<br />
i<br />
n<br />
∑<br />
n =<br />
⎛ 1 ⎞ 1<br />
n<br />
⎜<br />
p(1 p) ⎟<br />
⎝ − ⎠ n i=<br />
1<br />
∑<br />
d<br />
2<br />
σY<br />
→ N(0,<br />
[ p(1 − p)]<br />
1<br />
Yi−p p(1 − p)<br />
2<br />
)<br />
( Y − p)<br />
i<br />
9-49
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