Some statistical models are described by a family ,?=({h_n(ω,θ),?_n│n≧1}│θ∈Θ_0) of reversed subniartingales defined on the probability space (Ω, ?,P) and indexed by the analytic metric space Θ_0 (see [2], [3], [4], [5]). From the general theory of reversed submarginales we know that h_n(θ) converges P-almost surely to a random variable h_∞(θ) as θ∈Θ_0. If the tail σ-algebra ?_∞=∩~∞_n=1?_n is degenerated, that is P(A)∈{0, 1} for all A∈?_∞, then h_∞ (θ) is also degenerated, thai is P-almost surely equal to some constant which depends on θ for θ∈Θ_0. In this ease the informal ion fund ion associated to ?:
展开▼
