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Comparison of Statistical Experiments : Encyclopedia of Math and its Applications - Erik Torgersen

Comparison of Statistical Experiments

Encyclopedia of Math and its Applications

Hardcover

Published: 29th March 1991
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The present work examines the various methods of comparing statistical experiments. It begins by introducing statistical experiments and convex analysis. This chapter is followed by others on game theory, decision theory, and vector lattices, which are a natural framework for studying statistical problems. 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, randomization, distance, ordering, equivalence, completeness and convergence are also explored. The remainder of the book is devoted to applications of the theory to linear models, local comparison of differentiable experiments, majorization, and discussions of topics complementary to the main text.

"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

Preface
Acknowledgements
Statistical experiments within the measure-theoretical framework
Convexity
Two-person, zero-sum games
Statistical decision problems
Vector lattices
Deficiencies
Equivalence, representations and functionals of experiments
Comparison of linear models
Majorization and approximate majorization
Complements: further examples, problems and comments
List of symbols
Author index
Subject index
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521250306
ISBN-10: 0521250307
Series: Encyclopedia of Math and its Applications
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 696
Published: 29th March 1991
Publisher: CAMBRIDGE UNIV PR
Country of Publication: GB
Dimensions (cm): 24.77 x 16.51  x 3.81
Weight (kg): 1.25