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

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