Abstract
Let us assume that an observation X i is a random variable (r.v.) with values in (ℝ1, B 1) and distribution P i (ℝ1 is the real line, and B 1 is the σ-algebra of its Borel subsets). Let us also assume that the unknown distribution P i belongs to a certain parametric family P iθ, θ ∈ Θ. We call the triple ε i = ℝ1, B 1, P iθ, θ ∈ Θ a statistical experiment generated by the observation X i .
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© 1997 Springer Science+Business Media Dordrecht
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Ivanov, A.V. (1997). Introduction. In: Asymptotic Theory of Nonlinear Regression. Mathematics and Its Applications, vol 389. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8877-5_1
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DOI: https://doi.org/10.1007/978-94-015-8877-5_1
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4775-5
Online ISBN: 978-94-015-8877-5
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