Asymptotic Statistics by A. W. van der Vaart

Asymptotic Statistics A. W. van der Vaart ebook
Publisher: Cambridge University Press
ISBN: 0521496039, 9780521496032
Page: 459
Format: djvu

Statistically-trained readers of this blog will be very familiar with the Central Limit Theorem, which describes the asymptotic sampling distribution of the mean of a random vector composed of IID variables. Larry Wasserman, All of statistics: a concise course in statistical inference, Springer, 2004; A. Download Asymptotic Statistics. It mainly describes the stochastic expansion of estimators and Gram–Charlier and Edgeworth as well as saddle point expansions for the sampling distributions of statistics. ISBN: 0521496039,9780521496032 | 459 pages | 12 Mb. My notebook about mathematics and statistics. I think that the jury is still out on whether the t-statistic finite sample or asymptotic values are better. Some of the most interesting recent work in mathematics has been focused on the development of increasingly powerful than the Gaussian distribution used here. However, if we're applying the test with a sample that's relatively small, we have to be careful because the actual sampling distribution of our statistic can be very different from its asymptotic distribution. PS: Drew Conway wants me to note that Julia likes big matrices.