Contiguity of Probability Measures: Some Applications in Statistics (Cambridge Tracts in Mathematics, Series Number 63) - Softcover

Roussas, George G.

Softcover

ISBN 10: 0521090954 ISBN 13: 9780521090957

Publisher: Cambridge University Press, 2008

Synopsis

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. The potential of this concept has so far only been touched upon in the existing literature, and this book provides the first systematic discussion of it. Alternative characterizations of contiguity are first described and related to more familiar mathematical ideas of a similar nature. A number of general theorems are formulated and proved. These results, which provide the means of obtaining asymptotic expansions and distributions of likelihood functions, are essential to the applications which follow.

About this title

Book Description

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.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2008
• ISBN 10: 0521090954
• ISBN 13: 9780521090957
• Binding: Paperback
• Language: English
• Edition number: 1
• Number of pages: 264