Some Limit Theorems in Statistics
£29.99
Part of CBMS-NSF Regional Conference Series in Applied Mathematics
- Author: R. R. Bahadur
- Date Published: January 1971
- availability: Available in limited markets only
- format: Paperback
- isbn: 9780898711752
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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.
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