ENGLISH

Mathematical Statistics Jun Shao

By Jun Shao

Book information

Publisher
Springer
Year
1999
ISBN
9780387986746, 0-387-98674-X
LCC
QA276 .S458 1999
Open Library ID
OL383335M
Language
english
Format
PDF
Filesize
32 MB (33949905 bytes)
Series
Springer Series in Statistics
Pages
544\544
Library
Springer
Time added
2009-08-06 07:02:15

Description

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 the classical results that are typically covered in a textbook of a similar level, this book introduces some topics in modern statistical theory that have been developed in recent years, such as Markov chain Monte Carlo, quasi-likelihoods, empirical likelihoods, statistical functionals, generalized estimation equations, the jackknife, and the bootstrap. Jun Shao is Professor of Statistics at the University of Wisconsin, Madison.

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