39 Establishing F2 First,we shall study the large sample behavior of the matrix of second partial derivatives of the log-likelihood.Define 间-9 This is a k xk random matrix.39 Establishing F2 First, we shall study the large sample behavior of the matrix of second partial derivatives of the log-likelihood. Define Jn(θ)=[− 1n n i=1 ∂2 log p(Xi; θ) ∂θ∂θ
] This is a k × k random matrix.