ENGLISH

Contiguity of Probability Measures: Some Applications in Statistics

By George G. Roussas

Book information

Publisher
Cambridge University Press
Year
2008
ISBN
9780511804373, 9780521083546, 9780521090957
DOI
10.1017/CBO9780511804373
Google Books ID
hll7PwAACAAJ
Language
english
Format
PDF
Filesize
3 MB (2889084 bytes)
Series
Cambridge Tracts in Mathematics 63
Pages
263\263
Orientation
yes
Scanned
yes
Time added
2012-03-17 06:00:00

Description

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.

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