Mohlo by se vám také líbit

Více informací o knize Asymptotic Statistical Inference

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 253 bodů

Anotace knihy

The book presents the fundamental concepts from asymptotic statistical inference theory, elaborating on some basic large sample optimality properties of estimators and some test procedures. The most desirable property of consistency of an estimator and its large sample distribution, with suitable normalization, are discussed, the focus being on the consistent and asymptotically normal (CAN) estimators. It is shown that for the probability models belonging to an exponential family and a Cramer family, the maximum likelihood estimators of the indexing parameters are CAN. The book describes some large sample test procedures, in particular, the most frequently used likelihood ratio test procedure. Various applications of the likelihood ratio test procedure are addressed, when the underlying probability model is a multinomial distribution. These include tests for the goodness of fit and tests for contingency tables. The book also discusses a score test and Wald's test, their relationship with the likelihood ratio test and Karl Pearson's chi-square test. An important finding is that, while testing any hypothesis about the parameters of a multinomial distribution, a score test statistic and Karl Pearson's chi-square test statistic are identical.

Parametry knihy

Zařazení knihy Knihy v němčině Naturwissenschaften, Medizin, Informatik, Technik Informatik, EDV Informatik, EDV - Allgemeines

• Plný název: Asymptotic Statistical Inference
• Autor: Madhuri Kulkarni
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 529
• EAN: 9789811590023
• ISBN: 9811590028
• ID: 33124797
• Nakladatelství: Springer Verlag, Singapore
• Hmotnost: 934 g
• Rozměry: 166 × 242 × 37 mm
• Datum vydání: 05. July 2021

Oblíbené z jiného soudku

---

---

---