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Proof of Maximum
Proof of Maximum Likelihood Part (b): Formula for Error---III
So
is just
which is exactly equal to
from Equation (18).
The difference between
and
is no sweat:
Thus, from central limit theorem
and
differ only by relative error
which tends to 0 as
.
One can normally ignore such ``errors'' in the error estimate.
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu