telmo-correa / all-of-statistics

Self-study on Larry Wasserman's "All of Statistics"
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Exercise 11.9.10 #32

Open Pipe-Vash opened 1 year ago

Pipe-Vash commented 1 year ago

There is an error with the presented variance of the MLE $\hat{\lambda}=\overline{X}$. The correct expression would be: $\hat{SE}(\hat{\lambda}) = \sqrt{1/I_n(\hat{\lambda})}=\sqrt{\frac{\overline{X}}{n}}$.

This implies changes over the Wald statistic and the simulation, of course.