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Asymptotic Theory of Nonlinear Regression W. Vogel & M. Büttner GmbH - receptow na wse sluchaiLet us assume that an observation Xi is a random variable (r. v.) with values in 1 1 (1R1 , 8 ) and distribution Pi (1R1 is the real line, and 8 is the cr algebra of its Borel subsets). Let us also assume that the unknown distribution Pi belongs to a 1 certain parametric family {Pi() , () E e}. We call the triple i = {1R1 , 8 , Pi(), () E e} a statistical experiment generated by the observation Xi. n We shall say that a statistical experiment n =
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