Fisher Information and Dichotomies in Equivalence/Contiguity

A contiguity dichotomy for two sequences of product measures is proved under the assumption of component measures belonging to a dominated experiment which is differentiable. This generalizes Eagleson's (1981) result for Gaussian measures. The dichotomy result is then used to generalize and cla...

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Veröffentlicht in:	The Annals of probability 1989-10, Vol.17 (4), p.1664-1690
1. Verfasser:	Thelen, Brian J.
Format:	Artikel
Sprache:	eng
Schlagworte:	60G30 62F03 Asymptotic separability Contiguity Covariance matrices dichotomy Differential calculus equivalence Exact sciences and technology Fisher information Infinite products Lebesgue measures Mathematical theorems Mathematics Probabilities Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use singularity Stochastic processes Sufficient conditions
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