Author : Jun Shao
Publisher : Springer Science & Business Media
Page : 607 pages
File Size : 42,5 Mb
Release : 2008-02-03
Category : Mathematics
ISBN : 9780387217185
Mathematical Statistics by Jun Shao Pdf
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.