QED Mathematics and Statistics

Theorem 4: Properties of linear transformations

leinad78 — Mon, 21 Jul 2008 10:58:44 +0000

Click here to see proof:theorem-4

Constructive comments welcomed.

Theorem 3: Results involving two convergent sequences

leinad78 — Tue, 08 Jul 2008 21:16:38 +0000

Click here to see proof:theorem-3

Constructive comments welcomed.

Proof request: Maximum likelihood estimates are chi-square distributed

leinad78 — Thu, 03 Jul 2008 07:31:12 +0000

Hi there.

When I use proc logistic in SAS, the coefficients are evaluated using a chi-square distribution. Now I know that given certain conditions maximum likelihood estimates are asymptotically normally distributed. I am assuming that there is proof somewhere that mle’s are also chi-square distributed?

Theorem 2: Every convergent sequence is bounded

leinad78 — Tue, 01 Jul 2008 08:13:44 +0000

Every convergent sequence is bounded.

Click here to see proof: theorem2

Constructive comments welcomed.