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9780821837320

Lectures in Mathematiacal Statistics

by ;
  • ISBN13:

    9780821837320

  • ISBN10:

    082183732X

  • Format: Hardcover
  • Copyright: 2006-02-01
  • Publisher: Amer Mathematical Society

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Summary

This volume is intended for the advanced study of several topics in mathematical statistics. The first part of the book is devoted to sampling theory (from one-dimensional and multidimensional distributions), asymptotic properties of sampling, parameter estimation, sufficient statistics, and statistical estimates. The second part is devoted to hypothesis testing and includes the discussion of families of statistical hypotheses that can be asymptotically distinguished. In particular,the author describes goodness-of-fit and sequential statistical criteria (Kolmogorov, Pearson, Smirnov, and Wald) and studies their main properties. The book is suitable for graduate students and researchers interested in mathematical statistics. It is useful for independent study or supplementaryreading.

Table of Contents

Title page
Preface to Part 1
Samples from one-dimensional distributions
Samples from multidimensional distributions
Estimation of unknown parameters of distributions
Sufficient statistics
General methods for constructing estimators
References
Title page
Preface to Part 2
General theory of hypotheses testing
Asymptotic distinguishability of simple hypotheses
Goodness-of-fit tests Sequential tests
References
Index
Table of Contents provided by Publisher. All Rights Reserved.

Supplemental Materials

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