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Statistical decision rules and optimal inference

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American Mathematical Soc., 1982 - Mathematics - 499 pages
  

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Selected pages

Contents

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Common terms and phrases

a-algebra affine algebra arbitrary atoms barycentric coordinates bounded canonical parametrization Caph Caph(fl chart coincide completes the proof conditional distribution congruent consider constructive continuous convergent convex function convex set corollary corresponding countable covariant decision rule defined definition density determined differentiable directional statistic domain equal equivalent equivariant estimator exists exponent family faithful canonical families of probability finite finite-dimensional follows formula geodesic family geometry Hence homomorphisms identically information deviation Int Gy integral interval invariant laws Lebesgue lemma is proved likelihood function loss function manifold Markov morphism matrix measurable function measurable space metric monotone natural parametrization neighborhood nonnegative norm normalizing divisor obtain one-to-one orthoprojection outcomes parameter partial derivatives partition priori probability distributions probability measure problem S-measurable sequence simplex statistical decision strictly convex subfamily subset sufficient statistic tangent vectors tensor Theorem theory tion transformation unique values vector field zero

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From Google Scholar

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Bibliographic information

QR code for Statistical decision rules and optimal inference
TitleStatistical decision rules and optimal inference
Volume 53 of Translations of mathematical monographs
AuthorNikolaĭ Nikolaevich Chent͡sov
Editionillustrated, reprint
PublisherAmerican Mathematical Soc., 1982
ISBN0821813471, 9780821813478
Length499 pages
Subjects ›  › 

Mathematics / Probability & Statistics / General
  
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