ruth@utstat.uucp (Ruth Croxford) (10/06/89)
Colloquium, Department of Statistics, University of Toronto
Topic: Some Recent and Current Asymptotics
Speaker: Don A.S. Fraser, York University and University of Toronto
Date: Thursday, October 12, 4:00 - 5:00 p.m.
Place: Rm. 1085, Sidney Smith Hall, 100 St. George Street, U of T
Abstract:
With large samples, a limiting normal distribution can arise in two
quite different ways: for the sample sum in accord with the central limit
theorem; for the sample location in accord with Fisher's conditioning method.
We obtain a connection between a fourth order expansion of the log-density
and a fourth order expansion of the cumulant generating function, and
derive approximations for marginal and conditional distributions of
interest for inference. Saddlepoint connections are discussed.
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Coffee and tea will be served in the DeLury Lounge (SS6006) at 3:30 p.m.