Asymptotics

Page 96 of David Cox’s 2006 Principles of Statistical
Inference has a very nice one-sentence summary of asymptotic theory:

[A]pproximations are derived on the basis that the amount of
information is large, errors of estimation are small, nonlinear
relations are locally linear and a central limit effect operates to
induce approximate normality of log likelihood derivatives.

Leave a Reply


Bad Behavior has blocked 1093 access attempts in the last 7 days.