Erich L. Lehmann,
Joseph P. Romano
Testing Statistical Hypotheses
Gebonden Engels 2008 3e druk 9780387988641Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
The third edition of Testing Statistical Hypotheses 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. In addition, an introduction to the theory of resampling methods such as the bootstrap is developed. The sections on multiple testing and goodness of fit testing are expanded. The text is suitable for Ph.D. students in statistics and includes over 300 new problems out of a total of more than 760.
Specificaties
ISBN13:9780387988641
Taal:Engels
Bindwijze:gebonden
Uitgever:Springer New York
Druk:3
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Inhoudsopgave
The General Decision Problem.- The Probability Background.- Uniformly Most Powerful Tests.- Unbiasedness: Theory and First Applications.- Unbiasedness: Applications to Normal Distributions.- Invariance.- Linear Hypotheses.- The Minimax Principle.- Multiple Testing and Simultaneous Inference.- Conditional Inference.- Basic Large Sample Theory.- Quadratic Mean Differentiable Families.- Large Sample Optimality.- Testing Goodness of Fit.- General Large Sample Methods.
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