Large Sample Techniques for Statistics

In a way, the world is made up of approximations, and surely there is no exception in...
BD$180.47 BMD
BD$180.47 BMD
SKU: 9783030916978
Product Type: Books
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Author: Jiming Jiang
Format: Paperback
Language: English
Subtotal: BD$180.47
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Large Sample Techniques for Statistics by Jiang, Jiming

Large Sample Techniques for Statistics

BD$180.47

Large Sample Techniques for Statistics

BD$180.47
Author: Jiming Jiang
Format: Paperback
Language: English
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).

Author: Jiming Jiang
Publisher: Springer
Published: 04/06/2023
Pages: 685
Binding Type: Paperback
Weight: 2.14lbs
Size: 9.21h x 6.14w x 1.41d
ISBN: 9783030916978

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