IDEAS home Printed from https://ideas.repec.org/a/spr/sankha/v83y2021i2d10.1007_s13171-020-00223-2.html
   My bibliography  Save this article

A Revisit to Le Cam’s First Lemma

Author

Listed:
  • G. Jogesh Babu

    (The Pennsylvania State University
    The Pennsylvania State University)

  • Bing Li

    (The Pennsylvania State University)

Abstract

Le Cam’s first lemma is of fundamental importance to modern theory of statistical inference: it is a key result in the foundation of the Convolution Theorem, which implies a very general form of the optimality of the maximum likelihood estimate and any statistic that is asymptotically equivalent to it. This lemma is also important for developing asymptotically efficient tests. In this note we give a relatively simple but detailed proof of Le Cam’s first lemma. Our proof allows us to grasp the central idea by making analogies between contiguity and absolute continuity, and is particularly attractive when teaching this lemma in a classroom setting.

Suggested Citation

  • G. Jogesh Babu & Bing Li, 2021. "A Revisit to Le Cam’s First Lemma," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 597-606, August.
    • Handle: RePEc:spr:sankha:v:83:y:2021:i:2:d:10.1007_s13171-020-00223-2
    DOI: 10.1007/s13171-020-00223-2
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13171-020-00223-2
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s13171-020-00223-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yannick Markhof & Isabela Franciscon & Nicolò Bird & Pedro Arruda, 2021. "Social assistance programmes in South Asia: an evaluation of socio-economic impacts," Research Report 62, International Policy Centre for Inclusive Growth.

    More about this item

    Keywords

    Primary: 62F12; Secondary: 62E20; 62F10;
    All these keywords.

    JEL classification:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sankha:v:83:y:2021:i:2:d:10.1007_s13171-020-00223-2. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.