asymptotic normality
1Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …
2Central limit theorem — This figure demonstrates the central limit theorem. The sample means are generated using a random number generator, which draws numbers between 1 and 100 from a uniform probability distribution. It illustrates that increasing sample sizes result… …
3Contiguity (probability theory) — In probability theory, two sequences of probability measures are said to be contiguous if asymptotically they share the same support. Thus the notion of contiguity extends the concept of absolute continuity to the sequences of measures. The… …
4Estimator — In statistics, an estimator is a function of the observable sample data that is used to estimate an unknown population parameter (which is called the estimand ); an estimate is the result from the actual application of the function to a… …
5Lucien Le Cam — Lucien Marie Le Cam (November 18, 1924 – April 25, 2000) was a mathematician and statistician born in Croze, Creuse, France. He obtained a Ph.D. in 1952 at the University of California, Berkeley, was appointed Assistant Professor in 1953 and… …
6Pivotal quantity — In statistics, a pivotal quantity is a function of observations whose distribution does not depend on unknown parameters.More formally, given an independent and identically distributed sample X = (X 1,X 2,ldots,X n) from a distribution with… …
7Order statistic — Probability distributions for the n = 5 order statistics of an exponential distribution with θ = 3 In statistics, the kth order statistic of a statistical sample is equal to its kth smallest value. Together with rank statistics, order statistics… …
8Delta method — In statistics, the delta method is a method for deriving an approximate probability distribution for a function of an asymptotically normal statistical estimator from knowledge of the limiting variance of that estimator. More broadly, the delta… …
9Yuri Linnik — Yuri Vladimirovich Linnik ( ru. Юрий Владимирович Линник; January 8, 1915 – June 30, 1972) was a Russian mathematician active in number theory, probability theory and mathematical statistics. Linnik was born in Bila Tserkva, Ukraine. He went to… …
10U-statistic — In statistical theory, a U statistic is a specific type of estimator defined in a particular way. One use of the concept in statistical theory is that it allows a minimum variance unbiased estimator to be derived from essentially any unbiased… …
