Mathematical statistics is the study of statistics from a mathematical standpoint, using probability theory as well as other branches of mathematics such as linear algebra and analysis.

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Unbiased asymptotic variance

Problem: Let $X_1,...,X_n$ be indep. r.v.'s that satisfy, for $i = 1,...,n$, $E(X_i) = \mu_i(\theta)$ & $\mathrm{Var}(X_i)= \sigma_i^2(\theta)$. $\theta$ is the parameter of interest and the ...