Likelihood as Approximate Pivotal Distribution
针对单参数弯曲指数族,证明了极大似然估计的条件分布近似于归一化的似然函数,相对误差与样本量成反比。
For a single-parameter curved exponential family, it is shown that the conditional distribution of the maximum likelihood estimator is the normalized likelihood function, except for a relative error proportional to inverse sample size.