Abstract
We consider a new mathematical object called preferred point α-manifold, which is a natural extension of Lauritzen (1987) and Critchley et al. (1993). A sufficient and necessary condition is given to guarantee that preferred point α-geometry subsumes a statistical manifold. We obtained some properties related to Amari's expected geometry, in particular the duality in this new geometry. We also defined a new preferred point α-estimate to investigate the duality from the asymptotic statistical viewpoint. The mixture family is discussed as an illustration.
Original language | English (US) |
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Pages (from-to) | 219-229 |
Number of pages | 11 |
Journal | Statistics and Probability Letters |
Volume | 36 |
Issue number | 3 |
DOIs | |
State | Published - Dec 15 1997 |
Keywords
- Amari expected geometry
- Amari's α-connection
- Mixture family
- Preferred point statistical α-geometry
- Preferred point α-estimate
- Preferred point α-geometry
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty