Contiguity of probability measures: some applications in statistics / George G. Roussas.

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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...

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Bibliographic Details
Uniform Title:Cambridge tracts in mathematics ; 63.
Main Author: Roussas, George G. (Author)
Language:English
Published: Cambridge : Cambridge University Press, 1972.
Series:Cambridge tracts in mathematics ; 63.
Subjects:
Probability measures.
Mathematical statistics.
Online Access:
Connect to online resource - MSU authorized users (Digital Object Identifier Permalink)
Physical Description:1 online resource (xiii, 248 pages) : digital, PDF file(s).
Format: Electronic eBook
Contents:
  • On the concept of contiguity and related theorems
  • Asymptotic expansions and asymptotic distribution of likelihood functions
  • Approximation of a given family of probability measures by an exponential family, asymptotic sufficiency
  • Some statistical applications, AUMP and AUMPU test for certain testing hypotheses problems
  • Some statistical applications, asymptotic efficiency of estimates
  • Multiparameter asymptotically optimal tests.