Mathematical Statistics (Hardcover) (ISBN-13: 9780387953823)

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. In addition to improving the presentation, the new edition makes Chapter 1 a self-contained chapter for probability theory with emphasis in statistics. Added topics include useful moment inequalities, more discussions of moment generating and characteristic functions, and proofs to many key theorems such as the dominated convergence theorem.

Author: Jun Shao
ISBN-10: 0387953825
ISBN-13: 9780387953823
Publisher: Springer
Language: English
Published: 07/17/2003
Pages: 592
Format: Hardcover
Weight: 2.31lbs
Size: 9.60h x 6.08w x 1.33d