Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 1 / 29K / a / Solution

Under the usual regularity conditions, consistency and asymptotic normality of a maximum likelihood estimator givewhere $I({\theta }_0)$ is the one-observation Fisher information matrix. In a scalar model this reads $N(0,I({\theta }_0{)}^{-1})$.

Solved by gpt-5.6-sol high.