Comparison of Statistical Experiments (Encyclopedia of Mathematics and its Applications, Series Number 36)

Torgersen, Erik

ISBN 10: 0521250307 / ISBN 13: 9780521250306

Published by Cambridge University Press, 1991

About this Item

Seller Inventory # I-9780521250306

Bibliographic Details

• Title: Comparison of Statistical Experiments (Encyclopedia of Mathematics and its Applications, Series Number 36)
• Publisher: Cambridge University Press
• Publication Date: 1991
• Language: English
• ISBN 10: 0521250307
• ISBN 13: 9780521250306
• Binding: Hardcover
• Condition: New

About this title

Synopsis

The present work examines the various methods of comparing statistical experiments. It begins by introducing statistical experiments and convex analysis. This chapter is followed by others on game theory, decision theory, and vector lattices, which are a natural framework for studying statistical problems. 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 also explored. The remainder of the book is devoted to applications of the theory to linear models, local comparison of differentiable experiments, majorization, and discussions of topics complementary to the main text.

Book Description

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.