Asymptotically Gaussian Experiments: Local Theory

Abstract

In this chapter we study sequences, or nets, of experiments ℰ_v which are asymptotically Gaussian in the sense that, as v grows, they are more and more closely approximable by Gaussian experiments. The adjective “local” is meant to contrast this chapter with Chapter 11 where a “global” theory, more directly applicable to practical statistical problems, is given in a moderately general context.