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Some Limit Theorems in Statistics de R R Bahadur

Some Limit Theorems in Statistics

Autor R R Bahadur
en Limba Engleză Paperback – 1987
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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Specificații

ISBN-13: 9780898711752
ISBN-10: 0898711754
Pagini: 48
Dimensiuni: 152 x 228 x 100 mm
Greutate: 0.3 kg
Editura: Society for Industrial and Applied Mathematics (SIAM)
Locul publicării:Philadelphia, United States

Cuprins

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.

Descriere

A discussion of topics in the theory of large deviations and of aspects of estimation and testing in large samples.