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Testing Statistical Hypotheses - E. L. Lehmann

Testing Statistical Hypotheses

(Autor)

Buch | Hardcover
604 Seiten
1997 | 2nd ed. 1986
Springer-Verlag New York Inc.
978-0-387-94919-2 (ISBN)
CHF 119,80 inkl. MwSt
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This book updates and expands upon the classic graduate text, emphasizing optimality theory for hypothesis testing and confidence sets. The principal additions include a rigorous treatment of large sample optimality, together with the requisite tools.

E.L. Lehmann is Professor of Statistics Emeritus at the University of California, Berkeley. He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands and the University of Chicago. He is the author of Elements of Large-Sample Theory and (with George Casella) he is also the author of Theory of Point Estimation, Second Edition. Joseph P. Romano is Professor of Statistics at Stanford University. He is a recipient of a Presidential Young Investigator Award and a Fellow of the Institute of Mathematical Statistics. He has coauthored two other books, Subsampling with Dimitris Politis and Michael Wolf, and Counterexamples in Probability and Statistics with Andrew Siegel.

1. The general decision problem; 2. The probability background; 3. Uniformly most powerful tests; 4. Unbiasedness: Theory and first applications; 5. Unbiasedness: Applications to normal distributions; Confidence intervals; 6. Invariance; 7. Linear hypotheses; 8. Multivariate linear hypotheses; 9. The minimax principle; 10. Conditional inference.

Reihe/Serie Springer Texts in Statistics
Zusatzinfo biography
Verlagsort New York, NY
Sprache englisch
Maße 155 x 235 mm
Gewicht 1052 g
Einbandart gebunden
Themenwelt Mathematik / Informatik Mathematik Statistik
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 0-387-94919-4 / 0387949194
ISBN-13 978-0-387-94919-2 / 9780387949192
Zustand Neuware
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