Foraninvertiblemapping,themodelcanbe.docVIP

PAGE 1 PAGE 16  MACROBUTTON MTEditEquationSection2 Equation Chapter 1 Section 1 SEQ MTEqn \r \h \* MERGEFORMAT  SEQ MTSec \r 1 \h \* MERGEFORMAT  SEQ MTChap \r 1 \h \* MERGEFORMAT Statistics 550 Notes 11 Reading: Section 2.3 I. Invariance Property of the MLE Consider the model that the data . For an invertible mapping , the model can be reparameterized as where . Theorem 1: The invariance property of the MLE is that the MLE for in this reparameterized model is . Proof: Since the mapping is invertible, the inverse function is well defined and the likelihood function of