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Mathematical Statistics (Springer Texts in Statistics)

 
 
 
 
Mathematical Statistics (Springer Texts in Statistics)
Author: Jun Shao
ISBN 13: 9780387953823
ISBN 10: 387953825
Edition: 2nd
Publisher: Springer
Publication Date: 2007-10-05
Format: Hardcover
Pages: 592
List Price: $109.00
 
 

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 usefulin 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. Also available: Jun Shao and Dongsheng Tu, The Jackknife and Bootstrap, Springer- Verlag New York, Inc., 1995, Cloth, 536 pp., 0-387-94515-6.