Some Limit Theorems in Statistics
Some Limit Theorems in Statistics
R. R. Bahadur
No date available
Paperback
9780898711752
Paperback
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.
Product details
No date availablePaperback
9780898711752
48 pages
255 × 178 × 100 mm
0.3kg
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.
