R. R. Bahadur
CBMSNSF Regional Conference Series in Applied Mathematics 4
A discussion of some topics in the theory of large deviations such as momentgenerating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.
Contents
Momentgenerating 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.
1971 /vi + 42 pages / Softcover / ISBN13: 9780898711752 / ISBN10: 0898711754 / List Price $35.00 / SIAM/CBMS Member Price $24.50 / Order Code CB04
