Search for tag: "slutsky's theorem"

Thumbnail for entry Asymptotic Evaluations for Hypothesis Testing

Asymptotic Evaluations for Hypothesis Testing

duration 21 minutes 36 seconds

Asymptotic Evaluations for Hypothesis Testing

Asymptotic Evaluations for Hypothesis Testing

Asymptotic Evaluations for Hypothesis Testing

The lesson describes a few methods for deriving some tests in complicated problems in which no optimal test (such as the uniformly most powerful test) exists or is known. In such situations, the…

likelihood ratio test
simple null
composite null
free parameters
wald test
score test
information number
score statistic
slutsky's theorem
From  Jane Harvill 367 plays 0  
Thumbnail for entry Convergence Concepts

Convergence Concepts

duration 51 minutes 22 seconds

Convergence Concepts

Convergence Concepts

Convergence Concepts

In this lesson, the effect of allowing the sample size n to increase to infinity is considered. Although this idea is not practical, it does provide useful approximations for the finite-sample case.…

convergence in probability
weak law of large numbers
convergence almost surely
strong law of large numbers
consistent estimator
convergence in distribution
central limit theorem
slutsky's theorem
chebychev's inequality
From  Jane Harvill 320 plays 0