Contiguity of Probability Measures: Some Applications in Statistics (Cambridge Tracts in Mathematics, Series Number 63) (Volume 0)

Roussas, George G.

ISBN 10: 0521090954 / ISBN 13: 9780521090957

Published by Cambridge University Press, 2008

About this Item

Seller Inventory # I-9780521090957

Bibliographic Details

• Title: Contiguity of Probability Measures: Some Applications in Statistics (Cambridge Tracts in Mathematics, Series Number 63) (Volume 0)
• Publisher: Cambridge University Press
• Publication Date: 2008
• Language: English
• ISBN 10: 0521090954
• ISBN 13: 9780521090957
• Binding: Soft cover
• Condition: New

About this title

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.

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.