Titlebook: Decomposition and Invariance of Measures, and Statistical Transformation Models; Ole E. Barndorff-Nielsen,Preben Bl?sild,Poul Svant Book 1

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Decomposition and factorization of measures,Suppose a space χ is partitioned into disjoint subsets χ.,.∈ П, and let μ be a measure on χ. If for each .∈ П we have a measure . on χ. and if there is a measure κ on П such that . for every integrable function f then ((.).,κ) is said to constitute a . of μ, and we speak of (5.1) as a . formula.

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Construction of invariant measures,We shall discuss here methods of constructing a G-invariant measure μ on the space χ, in the sense of expressing μ on the form

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Statistical transformation models,Many of the most important models in statistics are transformation models, or partly transformational. In this chapter we present the key aspects of the powerful theory of transformation models. This theory draws heavily on the theory of decomposition and invariance of measures considered in sections 2–7.

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https://doi.org/10.1007/978-1-4612-3682-5Calc; DEX; Invariant; Mathematica; Matrix; Statistica; Variance; Volume; calculus; construction; graphs; measur

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Decomposition and Invariance of Measures, and Statistical Transformation Models978-1-4612-3682-5Series ISSN 0930-0325 Series E-ISSN 2197-7186

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