Statistical Inference Based on Divergence Measures
β Scribed by Pardo L., Llorente L. P.
- Book ID
- 127452526
- Year
- 2005
- Tongue
- English
- Weight
- 5 MB
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Pardo (statistics and operations research, Complutense U. of Madrid, Spain) analyzes issues of statistical inference, such as estimation and hypotheses testing, using measures of entropy and divergence. He discusses Information Theory, asymptotic behavior of measure of entropy in solving statistical problems, statistical analysis of discrete multivariate data, goodness-of-fit in simple and composite null hypothesis, optimality of phi-divergence test statistics, minimum phi-divergence estimators, loglinear models, contingency tables, and testing in general populations.
π SIMILAR VOLUMES
We consider statistical data forming sequences of states of stationary finite irreducible Markov chains, and draw statistical inference about the transition matrix. The inference consists in estimation of parameters of transition probabilities and testing simple and composite hypotheses about them,