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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Large Sample Techniques for Statistics
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Beschreibung
In a way, the world is made up of approximations, and surely there is no exception in the world of statistics. In fact, approximations, especially large sample approximations, are very important parts of both theoretical and - plied statistics.TheGaussiandistribution,alsoknownasthe normaldistri- tion,is merelyonesuchexample,dueto thewell-knowncentrallimittheorem. Large-sample techniques provide… solutions to many practical problems; they simplify our solutions to di?cult, sometimes intractable problems; they j- tify our solutions; and they guide us to directions of improvements. On the other hand, just because large-sample approximations are used everywhere, and every day, it does not guarantee that they are used properly, and, when the techniques are misused, there may be serious consequences. 2 Example 1 (Asymptotic? distribution). Likelihood ratio test (LRT) is one of the fundamental techniques in statistics. It is well known that, in the 2 “standard” situation, the asymptotic null distribution of the LRT is?,with the degreesoffreedomequaltothe di?erencebetweenthedimensions,de?ned as the numbers of free parameters, of the two nested models being compared (e.g., Rice 1995, pp. 310). This might lead to a wrong impression that the 2 asymptotic (null) distribution of the LRT is always? . A similar mistake 2 might take place when dealing with Pearson’s? -test—the asymptotic distri- 2 2 bution of Pearson’s? -test is not always? (e.g., Moore 1978). Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
01.01.2010
Sprache
Englisch
EAN
9781441968265
Herausgeber
Springer US
Serien- oder Bandtitel
Springer Texts in Statistics
Sonderedition
Nein
Autor
Jiming Jiang
Seitenanzahl
610
Einbandart
Gebundene Ausgabe
Autorenporträt
Jiming Jiang is a Professor of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a Fellow of the Institute of Mathematical Statistics. He is the author of another Springer book,
Schlagwörter
Approximations, Asymptotic Theory, Large Sample Theory, Limit Theorems, Parametric statistics, Random variable, Statistical Applications, mathematical statistics
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
PBT - Wahrscheinlichkeitsrechnung und Statistik
Höhe
235 mm
Breite
15.5 cm
-.-
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