> ----------
> From:
> Paul.Cohen@uticanational.com[SMTP:Paul.Cohen@uticanational.com]
> Sent: Wednesday, November 04, 1998 5:21 AM
> To: studygroup4b@lists.casact.org
> Subject: Question 20
>
>
> Below is a quote from H&K (pgs 77-78). Please let me know how I am
> misinterpretting this.
>
> "... hence the maximum likelihood estimator is said to be asymptotically
> efficient because its variance equals this lower bound". In this case they
> are
> referring to the Rao-Cramer lower bound.
>
> Option 2 from #20 on the exam reads "The variance of the estimator is
> equal to
> the Rao-Cramer lower bound." According to the above, this statement is
> true.
> Since H&K never mention any conditions on this (i.e. small samples), I'd
> have
> to say that "C" is the correct answer.
>