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Some Limit Theorems in StatisticsSome Limit Theorems in Statistics

R. R. Bahadur



CBMS-NSF Regional Conference Series in Applied Mathematics 4

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.

Contents

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.

1971 /vi + 42 pages / Softcover / ISBN-13: 978-0-898711-75-2 / ISBN-10: 0-89871-175-4 /
List Price $35.00 / SIAM/CBMS Member Price $24.50 / Order Code CB04
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