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Some Limit Theorems in Statistics

Some Limit Theorems in Statistics


Part of CBMS-NSF Regional Conference Series in Applied Mathematics

  • Date Published: January 1971
  • availability: Available in limited markets only
  • format: Paperback
  • isbn: 9780898711752

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About the Authors
  • 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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    Product details

    • Date Published: January 1971
    • format: Paperback
    • isbn: 9780898711752
    • length: 48 pages
    • dimensions: 255 x 178 x 100 mm
    • weight: 0.3kg
    • availability: Available in limited markets only
  • Table of Contents

    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.

  • Author

    R. R. Bahadur

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