1. losses follow an exponential distribution with mean theta. On an insurance coverage with policy limit 10000 the following 4 lossee are observed. In addition, there are 2 losses at the limit. Calculate the asymtotic variance of the MLE of theta.
에서는 그대로 풀이를 하는데
2. losses follow a pareto distribution with theta=5000. On an insurance coverage with ordinary deductible 500 and maximum covered loss 10000 the following loss sizes are observed. and 3 additional losses are at the limit. Estimate the variance of the MLE of alpha.
에서 풀이중에는 Dropping the 1 in the exponent of the denominator, which is a constant