Comparison of Statistical Experiments (Hardcover)

Erik Torgersen

ISBN 10: 0521250307 / ISBN 13: 9780521250306

Editore: Cambridge University Press, Cambridge, 1991

Hardcover. There are a number of important questions associated with statistical experiments: when does one yield more information than another; how can we measure the difference in information; how fast does information accumulate by repeating the experiment? The means of answering such questions has emerged from the work of Wald, Blackwell, LeCam and others and is based on the ideas of risk and deficiency. The present work, which is devoted to the various methods of comparing statistical experiments, is essentially self-contained, requiring only some background in measure theory and functional analysis. Chapters introducing statistical experiments and the necessary convex analysis begin the book, and are followed by others on game theory, decision theory and vector lattices. The latter are a natural framework for studying statistical problems, as they help to avoid purely technical questions. The notion of deficiency, which measures the difference in information between two experiments, is then introduced. The relation between it and other concepts, such as sufficiency, randomization, distance, ordering, equivalence, completeness and convergence are explored.The last three chapters are devoted to applications of the theory to linear models, local comparison of differentiable experiments, majorization, and discussions of topics complementary to the main text. This is a comprehensive treatment of the subject and will be an essential reference for mathematical statisticians. The present work which is devoted to the various methods of comparing statistical experiments, is essentially self-contained, requiring only some background in measure theory and functional analysis. This is a comprehensive treatment of the subject and will be an essential reference for mathematical statisticians. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9780521250306

Riassunto:

A comprehensive treatment of statistical experiments and an essential reference for mathematical statisticians.

Recensione: "The book may serve as a textbook for the mathematical background of statistics, but it is also of great importance for research. Hopefully, the monograph will inspire many statisticians to apply the methods presented also in practical problems." Arnold Janssen, Mathematical Reviews

"...impressive volume....It is very rich in content and replete with examples....quite self contained and fairly easy to read." Lucin Le Cam, SIAM Review

Dati bibliografici

Titolo: Comparison of Statistical Experiments (...
Casa editrice: Cambridge University Press, Cambridge
Data di pubblicazione: 1991
Legatura: Hardcover
Condizione: new