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Scientists at the University of California, San Diego (UCSD) have developed new insight into a formula that helped British cryptanalysts crack the German Enigma code in World War II.
A simple formula for the conditional distribution of the maximum likelihood estimator given a maximal ancillary statistic is discussed and exemplified. The formula is generally accurate to order O(n-1 ...
Probability Theory and Related Fields (2020). [3] Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula. Probability Theory and Related Fields (2018).