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Exakte SchÄtzer und Konsistente SchÄtzerfolgen

  • Peter GÄnssler
Article

Summary

The paper deals with estimates of probability measures (=p-measures) determined from a countable number of independent realizations in a complete separable metric space X. Using an idea of Doob it is shown that the martingale method is applicable for suitable subfamilies \(\mathfrak{P} \subset \mathfrak{Q}\), the set of all p-measures on the Borel subsets of X, to establish a correspondence between exact estimates a. e. for \(\mathfrak{P}\) and a sequence of estimates which is strongly consistent a. e. for \(\mathfrak{P}\) with respect to an arbitrary prior p-measure.

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Copyright information

© Springer-Verlag 1969

Authors and Affiliations

  • Peter GÄnssler
    • 1
  1. 1.Mathematisches Institut der UniversitÄt zu KölnWeyertal 86

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