George G. Roussas

Contiguity of Probability Measures

Some Applications in Statistics

• Broschiertes Buch

Produktbeschreibung

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

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 264
• Erscheinungstermin: 31. August 2008
• Englisch
• Abmessung: 216mm x 140mm x 16mm
• Gewicht: 377g
• ISBN-13: 9780521090957
• ISBN-10: 0521090954
• Artikelnr.: 25448103

Inhaltsangabe

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.