ON THE DISTANCES BETWEEN CERTAIN DISTRIBUTIONS IN MULTIVARIATE STATISTICAL ANALYSIS

摘要

In this paper we study a problem of preserving probabilistic and statistical properties of random walks under sample space mapping, in particular, under mapping of random walk sample space into space of sufficient statistics of that random walk. We consider problems of closedness and completeness of random walks plans, formulate necessary condition of mapped plans completeness, consider problems of constructing unbiased estimate for function of unknown parameter, and find unbiased estimate for probability density of getting into reachable area.