Theory of Statistical Experiments (Springer Series in Statistics) by H. Heyer
Theory of Statistical Experiments (Springer Series in Statistics) by H. Heyer
English | 1982 | ISBN: 1461382203 | 299 Pages | PDF | 6 MB
English | 1982 | ISBN: 1461382203 | 299 Pages | PDF | 6 MB
By a statistical experiment we mean the procedure of drawing a sample with the intention of making a decision. The sample values are to be regarded as the values of a random variable defined on some meas urable space, and the decisions made are to be functions of this random variable. Although the roots of this notion of statistical experiment extend back nearly two hundred years, the formal treatment, which involves a description of the possible decision procedures and a conscious attempt to control errors, is of much more recent origin. Building upon the work of R. A. Fisher, J. Neyman and E. S. Pearson formalized many deci sion problems associated with the testing of hypotheses. Later A. Wald gave the first completely general formulation of the problem of statisti cal experimentation and the associated decision theory.