Theory of Statistics

Front Cover
Springer Science & Business Media, Dec 6, 2012 - Mathematics - 716 pages
0 Reviews
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.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Probability Models
1
Sufficient Statistics
82
Decision Theory
144
Hypothesis Testing
214
Estimation
296
Equivariance
344
Large Sample Theory
394
Hierarchical Models
476
Sequential Analysis
536
Measure and Integration Theory
570
Probability Theory
606
Mathematical Theorems Not Proven Here
665
References
675
Notation and Abbreviation Index
689
Copyright

Other editions - View all

Common terms and phrases

Bibliographic information