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Synopsis
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. The respective authors are Professor of Statistics Emeritus at the University of California, Berkeley, and the Professor of Statistics at Stanford University.
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À propos de l?auteur
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.
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Testing Statistical Hypotheses (Springer Texts in Statistics)
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Springer, 2010
ISBN 10 : 1441931783
ISBN 13 : 9781441931788
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Testing Statistical Hypotheses (Springer Texts in Statistics)
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Testing Statistical Hypotheses
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Paperback. Etat : new. Paperback. The Third Edition of Testing Statistical Hypotheses brings it into consonance with the Second Edition of its companion volume on point estimation (Lehmann and Casella, 1998) to which we shall refer as TPE2. We wont here comment on the long history of the book which is recounted in Lehmann (1997) but shall use this Preface to indicate the principal changes from the 2nd Edition. The present volume is divided into two parts. Part I (Chapters 110) treats small-sample theory, while Part II (Chapters 1115) treats large-sample theory. The preface to the 2nd Edition stated that the most important omission is an adequate treatment of optimality paralleling that given for estimation in TPE. We shall here remedy this failure by treating the di?cult topic of asymptotic optimality (in Chapter 13) together with the large-sample tools needed for this purpose (in Chapters 11 and 12). Having developed these tools, we use them in Chapter 14 to give a much fuller treatment of tests of goodness of ?tthan was possible in the 2nd Edition, and in Chapter 15 to provide an introduction to the bootstrap and related techniques. Various large-sample considerations that in the Second Edition were discussed in earlier chapters now have been moved to Chapter 11. The Third Edition of Testing Statistical Hypotheses brings it into consonance with the Second Edition of its companion volume on point estimation (Lehmann and Casella, 1998) to which we shall refer as TPE2. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9781441931788
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Testing Statistical Hypotheses (Springer Texts in Statistics)
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Testing Statistical Hypotheses
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Testing Statistical Hypotheses
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