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Bayesian Learning MLE Confidence #200

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rtolsma opened this issue Jun 22, 2020 · 0 comments
Open

Bayesian Learning MLE Confidence #200

rtolsma opened this issue Jun 22, 2020 · 0 comments

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@rtolsma
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rtolsma commented Jun 22, 2020

Currently the notes on Bayesian Learning imply that the MLE estimate does not have improved confidence bounds with more data. However, I believe the sample MLE estimate errors from the true parameter achieves a normal distribution with covariance given by the Fischer information. The confidence bounds then improve with n^(1/2) as we get more data

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