Theory of Statistics

Framsida
Springer Science & Business Media, 6 dec. 2012 - 716 sidor
The aim of this graduate textbook is to provide a comprehensive advanced course in the theory of statistics covering those topics in estimation, testing, and large sample theory which a graduate student might typically need to learn as preparation for work on a Ph.D. An important strength of this book is that it provides a mathematically rigorous and even-handed account of both Classical and Bayesian inference in order to give readers a broad perspective. For example, the "uniformly most powerful" approach to testing is contrasted with available decision-theoretic approaches.
 

Innehåll

Preface
1
Fisher Information
118
Decision Theory
144
Hypothesis Testing
214
144
280
Estimation
296
Maximum Likelihood Estimation
307
1
344
Measure and Integration Theory
570
Probability Theory
606
Mathematical Theorems Not Proven Here
665
References
675
Notation and Abbreviation Index
689
519
691
174
694
Distributional Symmetry
704

Equivariance
351
Large Sample Theory
394
Hierarchical Models
476
Sequential Analysis
536
216
708
Sufficient Statistics
710
Upphovsrätt

Andra upplagor - Visa alla

Vanliga ord och fraser

Bibliografisk information