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.
Inhaltsverzeichnis
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.
