This Tract presents an elaboration of the notion of 'contiguity', which is a concept of 'nearness' of sequences of probability measures. Series: Cambridge Tracts in Mathematics. Num Pages: 264 pages, black & white illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 216 x 140 x 15. Weight in Grams: 340. . 2009. 1st Edition. paperback. . . . .

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Bibliographic Details

Title: Contiguity of Probability Measures: Some Applications in Statistics: 63 (Cambridge Tracts in Mathematics, Series Number 63)
Publisher: Cambridge University Press
Publication Date: 2009
Language: English
ISBN 10: 0521090954
ISBN 13: 9780521090957
Binding: Soft cover
Edition: 1st Edition
Condition: New

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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.

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