Introduction and Preliminaries

  • M. M. Rao
Part of the Mathematics and Its Applications book series (MAIA, volume 508)


An outline of the stochastic inference problem, in general terms, is presented in this chapter. This includes the notions of distinctness of hypotheses to be tested as well as the associated parameter estimation from observations. Then, how both these questions can be unified into a broad framework of a decision theory is discussed. These ideas will be elaborated later on and then their application to various classes of stochastic processes will take the center stage.


Loss Function Inference Problem Inference Theory Bibliographical Note Composite Hypothesis 
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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • M. M. Rao
    • 1
  1. 1.University of CaliforniaRiversideUSA

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