Introduction to Mathematical Statistics

Description

Introduction to Mathematical Statistics, Seventh Edition, provides students with a comprehensive introduction to mathematical statistics. Continuing its proven approach, the Seventh Edition has been updated with new examples, exercises, and content for an even stronger presentation of the material.

 

• New examples and exercises added throughout the Seventh Edition help clarify the exposition and promote students’ understanding of the concepts.
• The discussion on some properties of linear combinations of random variables has been moved from chapter 4 to chapter 2, offering a stronger foundation for the discussion of statistical properties in chapter 3.
• Elementary statistical inference has been moved from chapter 5 to chapter 4 and provides updated coverage of confidence intervals and statistical test of hypotheses.
• Discussion of robustness concepts has been moved from chapter 12 to the end of chapter 10 to provide a more cohesive presentation of the material.
• More examples of R functions added to Appendix B help readers who want to use R for statistical computation and simulation.
• A list of discrete and continuous distributions added to Appendix D offers a quick reference and study tool for students.

 

• Classical statistical inference procedures in estimation and testing are thoroughly covered.
• In-depth treatment of sufficiency and testing theory includes uniformly most powerful tests and likelihood ratio tests.
• Numerous illustrative examples and exercises enhance students’ comprehension and retention as they progress through the material.
• Definitions, equations, and theorems are set in bold type help students study more effectively.
• The text’s flexible organization makes it ideal for use with a range of mathematical statistics courses.

 

1. Probability and Distributions.

2. Multivariate Distributions.

3. Some Special Distributions.

4. Some Elementary Statistical Inferences

5. Consistency and Limiting Distributions

6. Maximum Likelihood Methods.

7. Sufficiency.

8. Optimal Tests of Hypotheses.

9. Inferences about Normal Models.

10. Nonparametric and Robust Statistics.

11. Bayesian Statistics.

Appendix A. Mathematical Comments

Appendix B. R-Functions.

Appendix C. Tables of Distributions

Appendix D. List of Common Distributions

Appendix E. References

Appendix F. Answers to Selected Exercises

Index

Introduction to Mathematical Statistics, Seventh Edition, offers a proven approach designed to provide you with an excellent foundation in mathematical statistics. Ample examples and exercises throughout the text illustrate concepts to help you gain a solid understanding of the material.