Applications of Measure Theory to Statistics
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Beschreibung
This book aims to put strong reasonable mathematical senses in notions of objectivity and subjectivity for consistent estimations in a Polish group by using the concept of Haar null sets in the corresponding group. This new approach – naturally dividing the class of all consistent estimates of an unknown parameter in a Polish group into disjoint classes of subjective and objective estimates – helps the reader to clarify some conjectures arising in the criticism of null hypothesis significance testing. The book also acquaints readers with the theory of infinite-dimensional Monte Carlo integration recently developed for estimation of the value of infinite-dimensional Riemann integrals over infinite-dimensional rectangles. The book is addressed both to graduate students and to researchers active in the fields of analysis, measure theory, and mathematical statistics.
This book aims to put strong reasonable mathematical senses in notions of objectivity and subjectivity for consistent estimations in a Polish group by using the concept of Haar null sets in the corresponding group. This new approach – naturally dividing the class of all consistent estimates of an unknown parameter in a Polish group into disjoint classes of subjective and objective estimates – helps the reader to clarify some conjectures arising in the criticism of null hypothesis significance testing. The book also acquaints readers with the theory of infinite-dimensional Monte Carlo integration recently developed for estimation of the value of infinite-dimensional Riemann integrals over infinite-dimensional rectangles. The book is addressed both to graduate students and to researchers active in the fields of analysis, measure theory, and mathematical statistics.
Helps the reader to understand some conjectures arising in the criticism of null hypothesis significance testing (NHST) Includes a special chapter that helps the reader to calculate infinite-dimensional Riemann integrals over infinite-dimensional rectangles in R8 Considers how to construct objective consistent estimates of an unknown parameter in a Polish group Includes supplementary material: sn.pub/extras
Autor*in
Gogi Pantsulaia
Themen in »Applications of Measure Theory to Statistics«
NHST Objective estimations of an unknown parameter Harr null set Haar ambivalent set Measure Thoery Statistics