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Some Limit Theorems in Statistics de R. R. Bahadur

Some Limit Theorems in Statistics: CBMS-NSF Regional Conference Series in Applied Mathematics, cartea 4

Autor R. R. Bahadur
en Limba Engleză Paperback – 30 ian 1971
A discussion of some topics in the theory of large deviations such as moment-generating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.
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Specificații

ISBN-13: 9780898711752
ISBN-10: 0898711754
Pagini: 48
Dimensiuni: 178 x 255 x 100 mm
Greutate: 0 kg
Editura: Society for Industrial and Applied Mathematics
Colecția Society for Industrial and Applied Mathematics
Seria CBMS-NSF Regional Conference Series in Applied Mathematics

Locul publicării:Philadelphia, United States

Cuprins

Moment-generating Functions; Chernoff's Theorem; The Kullback- Leibler Information Number; Some Examples of Large Deviation Probabilities; Stein's Lemma; Asymptotic Effective Variances; Exact Slopes of Test Statistics; Some Examples of Exact Slopes; The Existence and Consistency of Maximum Likelihood Estimates; The Exact Slope of the Likelihood Ratio Statistic.

Descriere

A discussion of topics in the theory of large deviations and of aspects of estimation and testing in large samples.