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  1. Home
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  3. Contiguity of Probability Measures
  • Cited by 181
Publisher:
Cambridge University Press
Online publication date:
February 2011
Print publication year:
1972
Online ISBN:
9780511804373
DOI:
https://doi.org/10.1017/CBO9780511804373
Subjects:
Mathematics (general), Mathematics, Abstract Analysis
Series:
Cambridge Tracts in Mathematics (63)
Information

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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