Lectures in Mathematical Statistics, Part 1 and 2

Volume 229

Yu Lin'kov - Collection Translations of Mathematical Monographs

336 pages, parution le 26/01/2006

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Résumé

This volume is intended for the advanced study of several topics in mathematical statistics. The first part of the book is devoted to sampling theory (from one-dimensional and multidimensional distributions), asymptotic properties of sampling, parameter estimation, sufficient statistics, and statistical estimates. The second part is devoted to hypothesis testing and includes the discussion of families of statistical hypotheses that can be asymptotically distinguished. In particular, the author describes goodness-of-fit and sequential statistical criteria (Kolmogorov, Pearson, Smirnov, and Wald) and studies their main properties.

The book is suitable for graduate students and researchers interested in mathematical statistics. It is useful for independent study or supplementary reading.

Readership : Graduate students and research mathematicians interested in mathematical statistics.

Sommaire

Part I title page
Preface to Part 1
Samples from one-dimensional distributions
Samples from multidimensional distributions
Estimation of unknown parameters of distributions
Sufficient statistics
General methods for constructing estimators
References
Part II title page
Preface to Part 2
General theory of hypotheses testing
Asymptotic distinguishability of simple hypotheses
Goodness-of-fit tests
Sequential tests
References

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	PAPIER
Éditeur(s)	American Mathematical Society (AMS)
Auteur(s)	Yu Lin'kov
Collection	Translations of Mathematical Monographs
Parution	26/01/2006
Nb. de pages	336
Format	18 x 26
Couverture	Relié
Poids	800g
Intérieur	Noir et Blanc
EAN13	9780821837320
ISBN13	978-0-8218-3732-0