Bøger af Johann Pfanzagl

This detailed description of the fundamental developments in statistical theory around 1950 points out the centrally important interplay between increasingly refined mathematical techniques and the concomitant developments in methodological concepts.

Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx).