ASYMPTOTIC NORMALITY IN STATISTICAL EXPERIMENTS -- Contiguity and Applications

Grace L. Yang

Department of Mathematics and Statistics, University of Maryland

Consider two statistical experiments tex2html_wrap_inline18 on a tex2html_wrap_inline20 field tex2html_wrap_inline22 and tex2html_wrap_inline24 on a tex2html_wrap_inline20 field tex2html_wrap_inline28 . A fundamental concept in Le Cam's asymptotic theory is to approximate a statistical experiment by a more tractable experiment. The approximation is made precise in terms of the Le Cam distance tex2html_wrap_inline30 between two experiments, tex2html_wrap_inline32 and tex2html_wrap_inline34 . In this presentation, we highlight the approximations that yield local and global asymptotic normality. The local theory leads to the well known Hájek-Le Cam asymptotic minimax theorem and the Hájek-Le Cam convolution theorem. Recent results of Brown and Low, and Nussbaum show that many regression problems or problems of density estimation in the i.i.d. case are asymptotic normal in the global sense.


Refreshments: 3:30 - 4:00 p.m. Friday, at 327 Yost
Talk: 4:00 - 5:00 p.m. Friday, at 327 Yost.

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Questions? jiayang@sun.cwru.edu
Wed Aug 13 13:54:29 EDT 1997