Local Asymptotic Normality for Progressively Censored Likelihood Ratio Statistics and Applications,

Abstract

Several investigations were made of the notion of local asymptotic normality (LAN) of a family of probability distributions. The usefulness of this concept in problems of the theory of asymptotic estimation and hypothesis testing was demonstrated. A comprehensive examination of sets of conditions can be found ensuring the LAN for different families of probability distributions. Much attention has been focused on distributions connected with sequences of independent and identically distributed (iid) observations or those associated with a homogeneous Markov chain. In this paper conditions are presented ensuring the LAN for distributions connected with certain observations, which are neither independent nor identically distributed, when a class of stopping variables is incorporated in a natural way into the basic framework. The primary motivation for our study is the following situation which arises naturally in the context of clinical trials and life tests.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1979
Accession Number
ADA077005

Entities

People

  • Joseph C. Gardiner

Organizations

  • Michigan State University

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Clinical Trials
  • Convergence
  • Data Science
  • Distribution Functions
  • Gaussian Distributions
  • Information Science
  • Life Tests
  • Normal Distribution
  • Normality
  • Order Statistics
  • Probability
  • Probability Distributions
  • Random Variables
  • Statistics
  • Theorems
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Computer Networking
  • Statistical inference.