by Jun Shao (Author)
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.
Review
From the reviews of the second edition:
“The second edition of Mathematical Statistics continues to hold its identity among many other available books on mathematical statistics…The revised and updated version remains of high quality, and I recommend it for use as a text or reference book in a graduate statistics program.” Journal of the American Statistical Association, September 2004
“The first edition of this book was published in 1999 … . The main changes include addition of new material in Chapter 1, addition and deletion of a number of exercises, addition of two new sub-sections … . The book remains valuable to instructors and graduate students of traditional mathematical statistics courses, specially for its large collection of problems and for its rigourous presentation.” (Arup Bose, Sankhya: The Indian Journal of Statistics, Vol. 65 (3), 2003)
Product details
- Publisher : Springer (December 1, 2010)
- Language : English
- Paperback : 608 pages
- ISBN-10 : 1441929789
- ISBN-13 : 978-۱۴۴۱۹۲۹۷۸۵
- Item Weight : 2.۰۳ pounds
- Dimensions : 6.۱ x 1.37 x 9.25 inches
- # Mathematics (Books)
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