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Mathematical Statistics

Inbunden, Engelska, 2003

AvJun Shao

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This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. 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. Chapters 3-7 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, conditional independence, Markov chains, martingales, Edgeworth and Cornish-Fisher expansions, and proofs to many key theorems such as the dominated convergence theorem, monotone convergence theorem, uniqueness theorem, continuity theorem, law of large numbers, and central limit theorem. A new section in Chapter 5 introduces semiparametric models, and a number of new exercises were added to each chapter.

Produktinformation

  • Utgivningsdatum2003-07-17
  • Mått155 x 235 x 38 mm
  • Vikt1 068 g
  • FormatInbunden
  • SpråkEngelska
  • SerieSpringer Texts in Statistics
  • Antal sidor592
  • Upplaga2
  • FörlagSpringer-Verlag New York Inc.
  • ISBN9780387953823

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