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  3. Contiguity of Probability Measures
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  • Publisher:
    Cambridge University Press
    Publication date:
    04 February 2011
    05 October 1972
    ISBN:
    9780511804373
    9780521090957
    DOI:
    https://doi.org/10.1017/CBO9780511804373
    Dimensions:
    Weight & Pages:
    Dimensions:
    (216 x 140 mm)
    Weight & Pages:
    0.34kg, 264 Pages
    • Subjects:
    Mathematics (general), Mathematics, Abstract Analysis
    Series:
    Cambridge Tracts in Mathematics (63)
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    Subjects:
    Mathematics (general), Mathematics, Abstract Analysis
    Series:
    Cambridge Tracts in Mathematics (63)
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    Book 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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