Contiguity of Probability Measures: Some Applications in Statistics - Brossura

Roussas, George G.

Brossura

ISBN 10: 0521090954 ISBN 13: 9780521090957

Casa editrice: Cambridge University Press, 2009

Riassunto

This Tract presents an elaboration of the notion of 'contiguity', which is a concept of 'nearness' of sequences of probability measures.

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Descrizione del libro

This Tract presents an elaboration of the notion of 'contiguity', which is a concept of 'nearness' of sequences of probability measures. It provides a powerful mathematical tool for establishing certain theoretical results with applications in statistics, particularly in large sample theory problems, where it simplifies derivations and points the way to important results.

Contenuti

1. On the concept of contiguity and related theorems; 2. Asymptotic expansion and asymptotic distribution of likelihood functions; 3. Approximation of a given family of probability measures by an exponential family - asymptotic sufficiency; 4. Some statistical applications: AUMP and AUMPU tests for certain testing hypotheses problems; 5. Some statistical applications: asymptotic efficiency of estimates; 6. Multiparameter asymptotically optimal tests.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 0521090954
• ISBN 13: 9780521090957
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 264
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia