Contiguity of Probability Measures
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Contiguity of Probability Measures

Some Applications in Statistics

George G. Roussas

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eBook - PDF

Contiguity of Probability Measures

Some Applications in Statistics

George G. Roussas

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About This Book

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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Information

Publisher
Cambridge University Press
Year
2008
ISBN
9780511982040
Topic
Matematica
Subtopic
Algebra astratta

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