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Mathematical Statistics

by Shao, Jun A

  • ISBN: 9780387986746
  • ISBN10: 038798674X

Mathematical Statistics

by Shao, Jun A

  • List Price: $95.00
  • Binding: Hardcover
  • Publisher: Springer-Verlag Telos
  • Publish date: 05/01/1999
  • ISBN: 9780387986746
  • ISBN10: 038798674X
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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 & results in measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory & inference. Chapters 3-7 contain detailed studies on some important topics: unbiased estimation, parametric estimation, nonparametric estimation, hypothesis testing, & 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, & the bootstrap. Contents: Probability Theory.- Fundamentals of Statistics.- Unbiased Estimation.- Estimation in Parametric Models.- Estimation in Nonparametric Models.- Hypothesis Tests.- Confidence Sets.
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