## Statistical InferenceDiscusses both theoretical statistics and the practical applications of the theoretical developments. Includes a large numer of exercises covering both theory and applications. |

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### Contents

Probability Theory 1 | xix |

Exercises | 37 |

Common Families | 85 |

Copyright | |

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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