Mathematical Statistics (Springer Series in Statistics) by Jun Shao
Mathematical Statistics (Springer Series in Statistics) by Jun Shao
Springer-Verlag | March 1999 | English | ISBN: 038798674X | 545 pages | PDF | 32 MB
Springer-Verlag | March 1999 | English | ISBN: 038798674X | 545 pages | PDF | 32 MB
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.