vix.ing · top · new · best · stats · spec

Error structures and parameter estimation

2006/12/10 by Nicolas Bouleau, Bouleau, Nicolas, Christophe Chorro +1
Decision Sciences · Mathematics · #31C25 #47B25 #49Q12 #62B10 #62F99 #65G99 #FOS: Mathematics #Functional Analysis (math.FA) #Multi-Criteria Decision Making #Probability (math.PR) #Statistics Theory (math.ST) #math.FA #math.PR #math.ST #msc:31C25 #msc:47B25 #msc:49Q12 #msc:62B10 #msc:62F99 #msc:65G99 #stat.TH

paper · pdf · doi:10.48550/arxiv.math/0612258

arxiv created 2006/12/10 · openalex publication_date 2006/12/10 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This article proposes a link between statistics and the theory of Dirichlet forms used to compute errors. The error calculus based on Dirichlet forms is an extension of classical Gauss' approach to error propagation. The aim of this paper is to derive error structures from measurements. The links with Fisher's information lay the foundations of a strong connection with experiment. We show that this connection behaves well towards changes of variables and is related to the theory of asymptotic statistics.

Related