Some thoughts on Le Cam's statistical decision theory

Details Some thoughts on Le Cam's statistical decision theory Some thoughts on Le Cam's statistical decision theory

2011-07-19

arxiv.org/abs/1107.3811v1

Mathematics

Statistics Theory

Unpublished paper written in 2000, shortly after Le Cam's death. "In correspondence during the summer of 1990, I discussed som

Scientific paper

The paper contains some musings about the abstractions introduced by Lucien Le Cam into the asymptotic theory of statistical inference and decision theory. A short, self-contained proof of a key result (existence of randomizations via convergence in distribution of likelihood ratios), and an outline of a proof of a local asymptotic minimax theorem, are presented as an illustration of how Le Cam's approach leads to conceptual simplifications of asymptotic theory.

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