Weak Convergence for Exponential and Monotone Likelihood Ratio Families and the Convergence of Confidence Limits
Two convergence theorems for one-sided confidence limits for exponential and monotone likelehood ratio families are given. In addition, for some special exponential families, the class of discrete limit distributions is characterized and a uniqueness result obtained. Examples of the above results are given. Applications to hypothesis testing and confidence limits are indicated.
KeywordsWeak convergence confidence limits limit distributions exponential family monotone likelihood ratio family
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