A simpli ed approach to the Hajek - LeCam boundF
نویسندگان
چکیده
Let E n be a sequence of experiments weakly converging to a limit experiment E. One of the basic objectives of asymptotic decision theory is to derive asymptotically "best" decisions in E n from optimal decisions in the limit experiment E. A central statement in this context is the Hajek-LeCam bound which represents a lower bound for the maximum risk of a sequence of decisions. It is given a simpliied proof for the existence of accumulation points of a sequence of generalized decision functions using the "-Blackwell suuciency of suucient statistics deened on nite experiments. That is the main step for deriving the Hajek-LeCam bound for weakly convergent sequences of experiments.
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