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Some Basic Theory for Statistical Inference

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Author(s): E. J. G. Pitman
Series: Monographs on Applied Probability and Statistics
Edition: 1
Publisher: Chapman and Hall
Year: 1979

Language: English
Pages: 118
City: London :, New York

Contents......Page 4
Preface......Page 6
1 Basic Principles of the Theory of Inference, The Likelihood Principle, Sufficient Statistics......Page 8
2 Distance between Probability Measures......Page 13
3 Sensitivity of a Family of Probability Measures with respect to a Parameter......Page 18
4 Sensitivity Rating, Conditional Sensitivity, The Discrimination Rate Statistic......Page 31
5 Efficacy, Sensitivity, The Cramer-Rao Inequality......Page 36
6 Many Parameters, The Sensitivity Matrix......Page 57
7 Asymptotic Power of a Test, Asymptotic Relative Efficiency......Page 63
8 Maximum Likelihood Estimation......Page 70
9 The Sample Distribution Function......Page 86
Appendix: Mathematical Preliminaries......Page 105
References......Page 114
Index......Page 116