A First Course on Parametric Inference

B K Kale

296 pages, parution le 21/07/2005 (2^eme édition)

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Résumé

After a brief historical perspective, A First Course on Parametric Inference, discusses the basic concept of sufficient statistic and the classical approach based on minimum variance unbiased estimator. There is a separate chapter on simultaneous estimation of several parameters. Large sample theory of estimation, based on consistent asymptotically normal estimators obtained by method of moments, percentile and the method of maximum likelihood is also introduced. The tests of hypotheses for finite samples with classical Neyman - Pearson theory is developed pointing out its connection with Bayesian approach. The hypotheses testing and confidence interval techniques are developed leading to likelihood ratio tests, score tests and tests based on maximum likelihood estimators.

New to the Second Edition:

A chapter on Nonparametric Statistical Inference giving tests based on empirical distribution function and some elementary tests based on ranks about the median
Techniques for one sample and two sample problems presented with emphasis on Sign test, Kolmogorov - Smirnov Test, Wilcoxon signed rank test and Wilcoxon Mann - Whitney test
Separate section added on maximum likelihood estimation in parametric models for censored and truncated data
Additional illustrative examples and exercises

Sommaire

Preface to the Second Edition
Preface to the First Edition
Introduction
Sufficient Statistic
Minimum Variance Unbiased Estimation
Simultaneous Estimation of Several Parameters
Consistent Estimators
Consistent Asymptotically Normal Estimators
Method of Maximum Likelihood
Tests of Hypotheses - I
Tests of Hypotheses - II
Interval Estimation
Nonparametric Statistical Inference
References
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Alpha
Auteur(s)	B K Kale
Parution	21/07/2005
Édition	2^eme édition
Nb. de pages	296
Format	15,5 x 25
Couverture	Relié
Poids	621g
Intérieur	Noir et Blanc
EAN13	9781842652190
ISBN13	978-1-84265-219-0