In this paper Kolmogorov's work in mathematical statistics is reviewed. The main areas under discussion are: the idea of sufficiency, linear models and unbiased estimators. The relationship of Kolmogorov's contributions with modern statistical theory, in particular, with Bayesian analysis, is analyzed.
Publié le : 1990-09-14
Classification:
Sufficiency,
prior distribution,
confidence interval,
unbiased estimators,
linear statistical model,
least squares estimators,
accuracy estimation,
01A60,
62A15,
62B05,
62F10,
62G05
@article{1176347737,
author = {Rukhin, Andrew L.},
title = {Kolmogorov's Contributions to Mathematical Statistics},
journal = {Ann. Statist.},
volume = {18},
number = {1},
year = {1990},
pages = { 1011-1016},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347737}
}
Rukhin, Andrew L. Kolmogorov's Contributions to Mathematical Statistics. Ann. Statist., Tome 18 (1990) no. 1, pp. 1011-1016. http://gdmltest.u-ga.fr/item/1176347737/