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. ------------- Coffee and tea will be served in the DeLury Lounge (SS6006) at 3:30 p.m.