... c 1999, Russell Davidson and James G MacKinnon 10. 10 Exercises 437 10. 7 Use the result (10. 102) of the preceding exercise to prove the asymptotic information matrix equality (10. 34) 10. 8 Consider ... density (10. 03) with −1 θ = (β20 − 10 ) 10. 3 Generate 10, 000 random samples of sizes 20, 100 , and 500 from the uniform U (0, 1) distribution For each sample, compute γ , the sample mean, and γ ... 1999, Russell Davidson and James G MacKinnon (10. 50) 412 The Method of Maximum Likelihood This is the sum over all t of the product of expressions (10. 46) and (10. 47) We know that E(ut ) = 0, and, ...