On necessary and sufficient conditions for convergence of probability measures in variation
type: Item
instance of: scholarly article
title: On necessary and sufficient conditions for convergence of probability measures in variation
zbMATH Open document ID: 0547.60008
DOI: 10.1016/0304-4149(84)90164-9
published in: Stochastic Processes and their Applications
publication date: 1984-01-01T00:00:00Z
review text: Let \(\{p^ n\}\) and \(\{\) \(\tilde p{}^ n\}\) be two sequences of probability measures. The convergence of the variation \(\|\tilde p^ n-p^ n\|\) to zero as \(n\to\infty \) is considered. Various types of necessary and sufficient conditions for this convergence in terms of likelihood ratios of their restrictions and in terms of some predictable characteristics are derived.
Mathematics Subject Classification ID: 60B10
zbMATH DE Number: 3872363
zbMATH Keywords: convergence in variation
zbMATH Keywords: likelihood ratios
author: Lioudmila Vostrikova
MaRDI profile type: Publication
full work available at URL: 0304-4149(84)90164-9
OpenAlex ID: W2051437123
cites work: Q3207782
cites work: Q3288488
cites work: Contiguity of Probability Measures
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cites work: Estimation of the Necessary Number of Observations for Discriminating Simple Close Hypotheses
cites work: A note on contiguity and \(L_ 1-\)norm
cites work: Q5560061
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Wikidata QID: Q126858278
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description: scientific article; zbMATH DE number 3872363