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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Large Sample Techniques for Statistics

Large Sample Techniques for Statistics

Jiang, Jiming

Paperback

Series: Springer Texts in Statistics

Probability & Statistics

Currently unavailable to order

ISBN10: 1461426235
ISBN13: 9781461426233
Publisher: Springer
Published: Sep 5 2012
Pages: 610
Weight: 1.91
Height: 1.27 Width: 6.10 Depth: 9.25
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).

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