## Statistical inferenceThis book offers a modern approach to statistical inference with more information on ancillarity, invariance, Bayesian methods, pivots, Stein estimation, errors in variables, and inequalities. 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

### Common terms and phrases

ancillary statistic ANOVA approximation Basu's Theorem Bayes estimator best unbiased estimator binomial distribution calculate compute conditional distribution confidence interval confidence set consider constant converges coverage probability decision rule defined definition degrees of freedom denote derived equal Example Exercise expected exponential family Find finite Fx(x gamma given hence hypothesis testing independent random variables Inequality inference integral joint pdf Lemma level a test likelihood function Likelihood Principle linear location-scale family marginal distribution marginal pdf mean and variance minimal sufficient statistic minimax Mx(t negative binomial normal distribution Note observed obtain order statistics parameter pdf or pmf Poisson Poisson(A population probability distribution problem Proof properties prove random sample random vector regression relationship risk function sample mean sample points sample space satisfies Show Sufficiency Principle sufficient statistic Suppose Theorem transformation values verify versus H Xn be iid zero