Let X1,...,Xn be i.i.d. random variables with p.d.f. Obtain the MLE of θ1, θ2 and show that neither the asymptotic normality nor the rate of convergence n1/2 holds here. What about the asymptotic...

Let X₁,...,X_n
be i.i.d. random variables with p.d.f.

Obtain the MLE of θ₁, θ₂
and show that neither the asymptotic normality nor the rate of convergence n_1/2
holds here. What about the asymptotic distribution of the MLE of θ = (θ₁, θ₂)?

Chapter 9