On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics

DOI10.1137/S0040585X97981159zbMath1089.62001OpenAlexW1982073844MaRDI QIDQ5700641

V. Yu. Korolev, Vladimir Bening

Publication date: 28 October 2005

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97981159

zbMATH Keywords

asymptotic normalityasymptotic relative efficiencyStudent distributionextreme entropy propertiessample of a random size

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

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