Large Sample Techniques for Statistics (Paperback, 2010 ed.)

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).

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Springer Texts in Statistics
Release date:	September 2012
First published:	2010
Authors:	Jiming Jiang
Dimensions:	235 x 155 x 32mm (L x W x T)
Format:	Paperback
Pages:	610
Edition:	2010 ed.
ISBN-13:	978-1-4614-2623-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	1-4614-2623-5
Barcode:	9781461426233

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