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Comparison of Statistical Experiments (Hardcover, New)
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Comparison of Statistical Experiments (Hardcover, New)
Series: Encyclopedia of Mathematics and its Applications
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There are a number of important questions associated with
statistical experiments: when does one given experiment yield more
information than another; how can we measure the difference in
information; how fast does information accumulate by repeating the
experiment? The means of answering such questions has emerged from
the work of Wald, Blackwell, LeCam and others and is based on the
ideas of risk and deficiency. 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. Chapters introducing
statistical experiments and the necessary convex analysis begin the
book and are followed by others on game theory, decision theory and
vector lattices. 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, randomisation, distance, ordering, equivalence,
completeness and convergence are explored. This is a comprehensive
treatment of the subject and will be an essential reference for
mathematical statisticians.
General
Imprint: |
Cambridge UniversityPress
|
Country of origin: |
United Kingdom |
Series: |
Encyclopedia of Mathematics and its Applications |
Release date: |
March 1991 |
First published: |
1991 |
Authors: |
Erik Torgersen
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Dimensions: |
234 x 156 x 38mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
696 |
Edition: |
New |
ISBN-13: |
978-0-521-25030-6 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
0-521-25030-7 |
Barcode: |
9780521250306 |
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