Some Limit Theorems in Statistics
Part of CBMS-NSF Regional Conference Series in Applied Mathematics
- Author: R. R. Bahadur
- Date Published: January 1971
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
- format: Paperback
- isbn: 9780898711752
Paperback
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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: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
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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