Mathematical statistics

Jun Shao1441929789, 9781441929785, 0387953825

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.

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Table of contents :
41gnEIQ1jvL……Page 1
front-matter……Page 2
01Probability Theory……Page 17
02Fundamentals of Statistics……Page 107
03Unbiased Estimation……Page 177
04Estimation in Parametric Models……Page 247
05Estimation in Nonparametric Models……Page 335
06Hypothesis Tests……Page 409
07Confidence Sets……Page 487
back-matter……Page 559