Semiotische und verbandstheoretische Grundzüge einer elementaren Statistik. Tl. 1 .
This paper is concerned with the study of some properties of the distance between statistical individuals based on representations on the dual tangent space of a parametric manifold representation of a statistical model. Explicit expressions for distances are obtained for well-known families of distributions. We have also considered applications of the distance to parameter estimation, testing statistical hypotheses and discriminant analysis.
Necessary and sufficient conditions are derived for the inclusions and to be fulfilled where , and , are some classes of invariant linearly sufficient statistics (Oktaba, Kornacki, Wawrzosek (1988)) corresponding to the Gauss-Markov models and , respectively.
Some basic results about invariance are given using quotient σ-fields. A strong kind of invariance is considered. Under appropriate conditions we obtain a sufficient statistics for models with such an invariance property.
We consider some fundamental concepts of mathematical statistics in the Bayesian setting. Sufficiency, prediction sufficiency and freedom can be treated as special cases of conditional independence. We give purely probabilistic proofs of the Basu theorem and related facts.