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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 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.
Commencing with chapters on probability models and the theory of sufficient statistics, the author covers decision theory, hypothesis testing, estimation, equivariance, large sample theory, hierarchical models, and, finally, sequential analysis. Every chapter concludes with exercises which range in difficulty from the easy to the challenging. As a result, this textbook provides an excellent course in modern theoretical statistics.
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Mathematical statisticsShowing 4 featured editions. View all 4 editions?
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Theory of statistics
1997, Springer
Hardcover
in English
- Corr. 2nd print.
0387945466 9780387945460
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Includes bibliographical references (p. [675]-688) and indexes.
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- Created April 1, 2008
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July 30, 2010 | Edited by IdentifierBot | added LibraryThing ID |
June 8, 2010 | Edited by 216.160.141.137 | add copyright year and fix TOC |
June 8, 2010 | Edited by 216.160.141.137 | add TOC and some physical properties |
April 14, 2010 | Edited by Open Library Bot | Linked existing covers to the edition. |
April 1, 2008 | Created by an anonymous user | Imported from Scriblio MARC record |