Some Limit Theorems in Statistics
Some Limit Theorems in Statistics
R. R. Bahadur
January 1987
Paperback
9780898711752
$41.99
USDPaperback
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
January 1987Paperback
9780898711752
48 pages
255 × 178 × 100 mm
0.3kg
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.
