Skip to content
Register Sign in Wishlist

Comparison of Statistical Experiments

£83.99

Part of Encyclopedia of Mathematics and its Applications

  • Date Published: March 2009
  • availability: Available
  • format: Paperback
  • isbn: 9780521102827

£ 83.99
Paperback

Add to cart Add to wishlist

Other available formats:
Hardback, eBook


Looking for an inspection copy?

This title is not currently available on inspection

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors
  • 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.

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity

    ×

    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?

    ×

    Product details

    • Date Published: March 2009
    • format: Paperback
    • isbn: 9780521102827
    • length: 696 pages
    • dimensions: 234 x 156 x 37 mm
    • weight: 0.96kg
    • availability: Available
  • Table of Contents

    Preface
    Acknowledgements
    1. Statistical experiments within the measure theoretical framework
    2. Convexity
    3. Two-person, zero-sum games
    4. Statistical decision problems
    5. Vector lattices
    6. Deficiencies
    7. Equivalence, representations and functionals of experiments
    8. Comparison of linear models
    9. Majorisation and approximate majorisation
    10. Complements: Further examples, problems and comments
    List of symbols
    Author index
    Additional references
    Subject index.

  • Author

    Erik Torgersen, Universitetet i Oslo

Related Books

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon
×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.

Cancel

Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

×
Please fill in the required fields in your feedback submission.
×