Estimation Experiments

In this section we shall deal with parametrized experiments (not necessarily injectively parametrized) whose parameter set is IRk for k ≥ 1. As in Chapter IV we are going to study properties of these parametrized experiments with respect to a given class of functions. While the class of functions considered previously — we chose the set ℳ₍₁₎ (Ω,A) of all test functions on (Ω,A) — depends only on the underlying measurable space (Ω,A), we shall now admit more specific classes of functions which are more closely adapted to the given experiment.