## Statistical InferenceThis text provides information on topics such as ancillarity, invariance, Bayesian methods, pivots, Stein estimation, errors in variables and inequalities. The authors discuss both theoretical statistics and the practical applications of the theoretical developments. Many ideas are introduced in the context of data analysis rather than pure mathematics. |

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#### Review: Statistical Inference

User Review - Fleur_de_soie - GoodreadsRead this book because it is the text for our PhD Econometrics I course, also mainly because it is recommended by Professor D, so first comes his comments on the book. "The standard PhD level first ... Read full review

#### Review: Statistical Inference

User Review - Yakov Zaytsev - GoodreadsBetter than "All of Statistics" for probability refresher eg has good explanation of the Monty Hall Problem :-) Read full review

### Contents

Probability Theory 1 | xix |

Exercises | 37 |

Common Families | 85 |

Copyright | |

16 other sections not shown

### Common terms and phrases

acceptance region ancillary statistic ANOVA approximation assumption Bayes estimator Bayes rule best unbiased estimator calculate confidence interval confidence set constant converges coverage probability decision rule defined definition degrees of freedom denote derived equal equation Example Exercise exponential family Find finite Fx(x given hence hypothesis testing Inequality inference integral interval estimator joint pdf Lemma level a test likelihood function Likelihood Principle linear loss function marginal distribution mean and variance method minimax Neyman-Pearson Lemma normal distribution observed obtain parameter pdf or pmf point estimation Poisson Poisson(A population power function probability distribution Proof properties prove random sample random vector regression reject H0 rejection region relationship risk function sample mean sample points sample space satisfies Show sufficient statistic sum of squares Suppose Theorem transformation Type I Error UMP level unbiased estimator verify versus H Xn be iid zero