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

DOI10.1137/S0040585X97981159zbMATH Open1089.62001OpenAlexW1982073844MaRDI QIDQ5700641FDOQ5700641

Authors: V. Yu. Korolev, Vladimir E. 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

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zbMATH Keywords

asymptotic normality asymptotic relative efficiency Student distribution extreme entropy properties sample of a random size

Mathematics Subject Classification ID

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

Cited In (37)

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Convergence and inference for mixed Poisson random sums
Scale invariance and related properties of \(q\)-Gaussian systems
Efficient inference about the tail weight in multivariate Student \(t\) distributions
Burr's distribution for asymptotic studies of the behavior of an insurance company's reserve
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On normal variance-mean mixtures as limit laws for statistics with random sample sizes
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Examples of non-normal observations for which a Studentized sample mean has a Student's \(t\)-distribution
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On Student's 1908 Article “The Probable Error of a Mean”
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Calculation of the deficiency of some statistical estimators constructed from samples with random sizes
Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations

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