送交者: antonin 于 2005-2-21, 02:45:24:
回答: 大概只学了点文科班里常开的统计课得出的结论吧 由 xj 于 2005-2-20, 21:50:45:
"Introduction" does not mean it is easy:) But if you have taken a one year graduate statistics, based on measure-theoretic probability, you should be able to understand most part of his book. The level of understanding depends on your mathematical maturity. Pretty much when you have large samples, in many cases the distributions would be close to normal in some sense when the sample size gets large(this is of course a very vague and oversimplified statement and should not be taken very seriously). The key idea is to use contiguity to measure the closeness of probability measures or distributions. The late Lucien Le Cam was a leading expert in Asymptotic Statistics.
I happened to take some Advanced Statistics courses, which used the book by Lucien Le Cam and Grace Yang. Statistics is not my specialty, though.