Bayesian Learning MLE Confidence
rtolsma opened this issue · 0 comments
rtolsma commented
Currently the notes on Bayesian Learning imply that the MLE estimate does not have improved confidence bounds with more data. However, I believe the sample MLE estimate errors from the true parameter achieves a normal distribution with covariance given by the Fischer information. The confidence bounds then improve with n^(1/2) as we get more data