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Title: Applications of differential geometry to statistics
Author: Marriott, Paul
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 1990
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Chapters 1 and 2 are both surveys of the current work in applying geometry to statistics. Chapter 1 is a broad outline of all the work done so far, while Chapter 2 studies, in particular, the work of Amari and that of Lauritzen. In Chapters 3 and 4 we study some open problems which have been raised by Lauritzen's work. In particular we look in detail at some of the differential geometric theory behind Lauritzen's defmition of a Statistical manifold. The following chapters follow a different line of research. We look at a new non symmetric differential geometric structure which we call a preferred point manifold. We show how this structure encompasses the work of Amari and Lauritzen, and how it points the way to many generalizations of their results. In Chapter 5 we define this new structure, and compare it to the Statistical manifold theory. Chapter 6 develops some examples of the new geometry in a statistical context. Chapter 7 starts the development of the pure theory of these preferred point manifolds. In Chapter 8 we outline possible paths of research in which the new geometry may be applied to statistical theory. We include, in an appendix, a copy of a joint paper which looks at some direct applications of differential geometry to a statistical problem, in this case it is the problem of the behaviour of the Wald test with nonlinear restriction functions.
Supervisor: Not available Sponsor: Science and Engineering Research Council (Great Britain) (SERC)
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: QA Mathematics Mathematical statistics Operations research Mathematics