Comparison of Statistical Experiments (Paperback)

Language: English

Published by Cambridge University Press, Cambridge, 2009

0521102820 / 9780521102827

Series: Book 24 of 188 - Encyclopedia of Mathematics and its Applications

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Paperback. 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. 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. This is a comprehensive treatment of the subject and will be an essential reference for mathematical statisticians. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …

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Title
Comparison of Statistical Experiments (Paperback)
Author
Erik Torgersen
Publisher
Cambridge University Press, Cambridge
Publication year
2009
Condition
new
Binding
Paperback
Language
English
ISBN 10
0521102820
ISBN 13
9780521102827
Series
Book 24 of 188: Encyclopedia of Mathematics and its Applications

CitiRetail

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