Diierentiability of Statistical Experiments

نویسنده

  • Helmut Strasser
چکیده

Let E = (P) be a dominated experiment with an open Euclidean parameter space and densities (f). The experiment is said to be continuously L 2 {diierentiable if the family (p f) is continuously L 2 {diierentiable. The following assertions are proved: (1) The experiment E is continuously L 2 {diierentiable ii the family (f) is continuously L 1 {diierentiable and Fisher's information function is continuous. (2) Suppose that the experiment E is continuously L 2 {diierentiable and the experiment F is less informative than E. Then F is continuously L 2 {diierentiable, too.

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تاریخ انتشار 2007