Mathematical Statistics (Springer Texts in Statistics),Used

Mathematical Statistics (Springer Texts in Statistics),Used

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This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. The first chapter provides a quick overview of concepts and results in measuretheoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Chapters 37 contain detailed studies on some important topics: unbiased estimation, parametric estimation, nonparametric estimation, hypothesis testing, and confidence sets. A large number of exercises in each chapter provide not only practice problems for students, but also many additional results.In addition to improving the presentation, the new edition makes Chapter 1 a selfcontained chapter for probability theory with emphasis in statistics. Added topics include useful moment inequalities, more discussions of moment generating and characteristic functions, conditional independence, Markov chains, martingales, Edgeworth and CornishFisher expansions, and proofs to many key theorems such as the dominated convergence theorem, monotone convergence theorem, uniqueness theorem, continuity theorem, law of large numbers, and central limit theorem. A new section in Chapter 5 introduces semiparametric models, and a number of new exercises were added to each chapter.

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