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Applications of Measure Theory to Statistics
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Product Details
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.
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