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Extremal Families and Systems of Sufficient Statistics
Título:
Extremal Families and Systems of Sufficient Statistics
ISBN:
9781461210238
Edición:
1st ed. 1988.
PRODUCTION_INFO:
New York, NY : Springer New York : Imprint: Springer, 1988.
Descripción física:
XV, 268 p. online resource.
Serie:
Lecture Notes in Statistics, 49
Contenido:
I The Case of a Single Experiment and Finite Sample Space -- 1. Basic facts. Maximal and extremal families -- 2. Induced maximal and extremal families -- 3. Convexity, maximal and extremal families -- 4. Some examples -- II Simple Repetitive Structures of Product Type. Discrete Sample Spaces -- 0. Conditional independence -- 1. Preliminaries. Notation -- 2. Notions of sufficiency -- 3. Maximal and extremal families -- 4. Limit theorems for maximal and extremal families -- 5. The topology of $$\left( {\mathop{{\dot{U}}}\limits_{n} {{y}_{n}}} \right)UM. $$ Boltzmann laws -- 6. Integral representation of M -- 7. Construction of maximal and extremal families -- 8. On the triviality of the tail ?-algebra of a Markov chain -- 9. Examples of extremal families -- 10. Bibliographical notes -- III Repetitive Structures of Power Type. Discrete Sample Spaces -- 0. Basic facts about Abelian semigroups -- 1. Extremal families for semigroup statistics -- 2. General exponential families -- 3. The classical case.zd-valued statistics -- 4. Maximum likelihood estimation in general exponential families -- 5. Examples of general exponential families -- 6. Bibliographical notes -- IV General Repetitive Structures of Polish Spaces. Projective Statistical Fields -- 0. Probability measures on Polish spaces -- 1. Projective systems of Polish spaces and Markov kernels -- 2. Projective statistical fields -- 3. Canonical projective statistical fields on repetitive structures -- 4. Limit theorems for maximal and extremal families on repetitive structures -- 5. Poisson Models -- 6. Exponential Families -- 7. Examples from continuous time stochastic processes -- 8. Linear normal models -- 9. The Rasch model for item analysis -- 10. Bibliographical notes -- Literature.
Síntesis:
The pOint of view behind the present work is that the connection between a statistical model and a statistical analysis-is a dua­ lity (in a vague sense). In usual textbooks on mathematical statistics it is often so that the statistical model is given in advance and then various in­ ference principles are applied to deduce the statistical ana­ lysis to be performed. It is however possible to reverse the above procedure: given that one wants to perform a certain statistical analysis, how can this be expressed in terms of a statistical model? In that sense we think of the statistical analysis and the stati­ stical model as two ways of expressing the same phenomenon, rather than thinking of the model as representing an idealisation of "truth" and the statistical analysis as a method of revealing that truth to the scientist. It is not the aim of the present work to solve the problem of giving the correct-anq final mathematical description of the quite complicated relation between model and analysis. We have rather restricted ourselves to describe a particular aspect of this, formulate it in mathematical terms, and then tried to make a rigorous and consequent investigation of that mathematical struc­ ture.
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