Characterization Problems in Mathematical Statistics 0-471-45421-4, 9780471454212

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English, Russian Pages 512 [511] Year 1973

Characterization Problems in Mathematical Statistics
0-471-45421-4, 9780471454212

Author / Uploaded
A.M. Kagan
etc.
IuriiVladimirovich Linnik
C. Radhakrishna Rao
Balasubrahmanyan Ramachandran

Table of contents :
Content: Preliminary information and auxiliary tools --
Identically distributed linear statistics based on a random sample --
Independent linear statistics. Modifications. Relativistic linear statistics --
Independent nonlinear statistics. Random linear statistics --
Regression problems connected with linear statistics --
Regression problems for nonlinear statistics --
Characterizations of distributions through the properties of admissibility and optimality of certain estimators --
Characterization of families of distributions admitting sufficient statistics --
Stability in characterization problems --
Characterization of random vectors with linear structure --
Polynomial statistics of a normal sample --
Characterizations of sequential estimation plans --
Other characteristic properties of distributions --
Unsolved problems.