Comparison of Statistical Experiments - Couverture rigide

Livre 24 sur 188: Encyclopedia of Mathematics and its Applications

Torgersen, Erik

 
9780521250306: Comparison of Statistical Experiments
Couverture rigide
ISBN 10 : 0521250307 ISBN 13 : 9780521250306
Editeur : Cambridge University Press, 1991

Synopsis

A comprehensive treatment of statistical experiments and an essential reference for mathematical statisticians.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Revue de presse

"The book may serve as a textbook for the mathematical background of statistics, but it is also of great importance for research. Hopefully, the monograph will inspire many statisticians to apply the methods presented also in practical problems." Arnold Janssen, Mathematical Reviews

"...impressive volume....It is very rich in content and replete with examples....quite self contained and fairly easy to read." Lucin Le Cam, SIAM Review

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
1991
Langue
anglais
ISBN 10 
0521250307
ISBN 13 
9780521250306
Reliure
Relié
Nombre de pages
696
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521102827: Comparison of Statistical Experiments

Edition présentée

ISBN 10 :  0521102820 ISBN 13 :  9780521102827
Editeur : Cambridge University Press, 2009
Couverture souple