Some limit theorems in statistics
[by] R. R. Bahadur.
Philadelphia, Pa. : Society for Industrial and Applied Mathematics, [©1971]
v, 42 págs. ; 26 cm.
Serie: Regional conference series in applied mathematics ; 4
"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."
Bibliografía: p. 41-42.
Reseña: MathSciNet, 47 #4369
Contenido
- (1) Introduction, (2) Moment generating functions, (3) Chernoff's theorem, (4) The Kullback-Leibler information number, (5) Some examples of large deviation probabilities, (6) Stein's lemma: Asymptotic effective variances, (7) Exact slopes of test statistics, (8) Some examples of exact slopes, (9) The existence and consistency of maximum likelihood estimates, (10) The exact slope of the likelihood ratio statistic.