Contiguity of Probability Measures by George G Roussas

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Contiguity of Probability Measures by George G Roussas

Summary

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, where it simplifies derivations and points the way to important results.

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Contiguity of Probability Measures by George G Roussas

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, where it simplifies derivations and points the way to important results. The potential of this concept has so far only been touched upon in the existing literature, and this book provides the first systematic discussion of it. Alternative characterizations of contiguity are first described and related to more familiar mathematical ideas of a similar nature. A number of general theorems are formulated and proved. These results, which provide the means of obtaining asymptotic expansions and distributions of likelihood functions, are essential to the applications which follow.
SKU Unavailable
ISBN 13 9780521083546
ISBN 10 0521083540
Title Contiguity of Probability Measures
Author George G Roussas
Series Cambridge Tracts In Mathematics
Condition Unavailable
Publisher Cambridge University Press
Year published 1972-10-05
Number of pages 262
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable