Mathematical Statistics

Mathematical Statistics
ISBN-10
0387217185
ISBN-13
9780387217185
Series
Mathematical Statistics
Category
Mathematics
Pages
592
Language
English
Published
2008-02-03
Publisher
Springer Science & Business Media
Author
Jun Shao

Description

This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. This new edition has been revised and updated and in this fourth printing, errors have been ironed out. The first chapter provides a quick overview of concepts and results in measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Subsequent chapters contain detailed studies on some important topics: unbiased estimation, parametric estimation, nonparametric estimation, hypothesis testing, and confidence sets. A large number of exercises in each chapter provide not only practice problems for students, but also many additional results.

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