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You searched IISERK - Subject: Fibers.
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Call Number
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519.5/3
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Author
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Bahadur, Raghu Raj, 1924-
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Title
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Some limit theorems in statistics [electronic resource] / R.R. Bahadur.
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Publication
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Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [c1971]
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Material Info.
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1 electronic text (v, 42 p.) : digital file.
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Series
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Regional conference series in applied mathematics ; 4
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Series
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CBMS-NSF regional conference series in applied mathematics ; 4.
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Summary Note
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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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Notes
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"Based on ten lectures given ... at a conference on limit theorems in statistics, held at the Department of Statistics of Florida State University at Tallahassee in September 1969."
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Notes
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Includes bibliographical references (p. 41-42).
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Notes
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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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ISBN
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9781611970630 (electronic bk.)
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Subject
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Limit theorems (Probability theory)
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Subject
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Moment generating functions
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Subject
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Chernoff's theorem
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Subject
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Large deviation
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Subject
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Stein's lemma
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Subject
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Test statistics
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Subject
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Maximum likelihood estimates
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Subject
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Likelihood ratio statistic
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Added Entry
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Conference Board of the Mathematical Sciences.
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Added Entry
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Society for Industrial and Applied Mathematics.
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Date
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Year, Month, Day:01405141
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Link
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SIAM:
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