Mathematical Statistics: Basic Ideas and Selected Topics
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Book Overview
This classic, time-honored introduction to the theory and practice of statistics modeling and inference reflects the changing focus of contemporary Statistics. Coverage begins with the more general nonparametric point of view and then looks at parametric models as submodels of the nonparametric ones which can be described smoothly by Euclidean parameters. Although some computational issues are discussed, this is very much a book on theory. It relates theory to conceptual and technical issues encountered in practice, viewing theory as suggestive for practice, not prescriptive. It shows readers how assumptions which lead to neat theory may be unrealistic in practice. Statistical Models, Goals, and Performance Criteria. Methods of Estimation. Measures of Performance, Notions of Optimality, and Construction of Optimal Procedures in Simple Situations. Testing Statistical Hypotheses: Basic Theory. Asymptotic Approximations. Multiparameter Estimation, Testing and Confidence Regions. A Review of Basic Probability Theory. More Advanced Topics in Analysis and Probability. Matrix Algebra. For anyone interested in mathematical statistics working in statistics, bio-statistics, economics, computer science, and mathematics.
Format:Hardcover
Language:English
ISBN:0816207844
ISBN13:9780816207848
Release Date:January 1977
Publisher:Holden-Day
Length:492 Pages
Weight:2.04 lbs.
Customer Reviews
4 ratings
Great Book for your whole life!
Published by Thriftbooks.com User , 20 years ago
This is definitely not an easy book, and there're typos in this book, but all of this can not stop this book to be an excellent book. My professor has been working with this book for years, and he has published some solution for this book, but he still does not think that he has solved every prolem in this book completely or perfectly, and he can still find some interesting solutions from students. This book is just so illuminating. This book would serve as an excellent reference and also the textbook.
An important reference
Published by Thriftbooks.com User , 20 years ago
This new version will become a classic. Like its predecessor, the 1977 edition, it is an important reference that is at the forefront of contemporary statistical knowledge and will "stay young" for many years to come. The book gives a rigourous and carefully detailed presentation of estimation and testing, in the univariate and multivariate setting. Moreover, it presents both the frequentist and the bayesian viewpoint, covers asymptotics and deals with algorithmic issues (e.g. the EM algorithm). On top of theory, practical issues are raised all over the text; the many examples and problems are very relevant for applications. The curious reader can learn the "why" of many popular statistical procedures of much use nowadays, like logistic regression, e.g.. Any statistician with quantitative background should have it. This a top statistical text, and I have used it very often, both for my classes and for my own research.
Book Description
Published by Thriftbooks.com User , 20 years ago
A classic, time-honored introduction to the theory and practice of statistics modeling and inference-revised to reflect the changing focus of Statistics and the mathematics background of today's students. Coverage begins with the more general nonparametric point of view and then looks at parametric models as submodels of the nonparametric ones which can be described smoothly by Euclidean parameters. Although some computational issues are discussed, this is very much a book on theory. A second volume treating more advanced topics is in preparation
Great Graduate Guide
Published by Thriftbooks.com User , 20 years ago
As a graduate level book, it renders main results in statistics at an advanced level readily accessible. Topics range from estimation theory to asymptotic analysis. Ideal for mathematical statician.
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