Testing Statistical Hypotheses (Wiley Series in Probability and Statistics) - Hardcover

Lehmann, E. L.

Hardcover

ISBN 10: 0471840831 ISBN 13: 9780471840831

Publisher: Wiley–Blackwell, 1986

Synopsis

This book covers the theory of hypotheses testing and of estimation by confidence intervals. Accompanying Theory of Point Estimation (1983) to cover the main topics of classical statistics, including theory and its principal applications, this second edition contains more on confidence intervals, simultaneous inference, admissibility, and conditioning. The book is thoroughly updated throughout with a new section on conditional inference and an expansion of multivariate material.

About this title

Review

From the reviews of the third edition:

"This new edition of the classic and fundamental text on the theory of testing hypotheses is an essential addition to the bookshelf of mathematical statisticians." Short Book Reviews of the International Statistical Institute,  December 2005

"What I like much about this book is its illustrative language and the numerous examples that make it easier to understand the complex matter presented. The comprehensible notation and the excellent structure further add to the readability of this book."Biometrics, March 2006

"The third edition of TSH retains much of the same focus as the second edition...The quality of the new material alone justifies the publication of a third edition to a book already well suited. As readers of the earlier editions have come to expect, TSH contains an enormous number of examples, problems, and ideas. The writing and presentation are excellent." Journal of the American Statistical Association, June 2006

"This is the third edition of a famous book which was first published in 1959. The first rigorous exposition to the theory of testing for any student of statistics has been invariably through this masterpiece. ... Needless to say, this book continues to be the benchmark in the rigorous treatment of testing of hypothesis. The new chapters on the asymptotic behaviour of most of the popular tests is a true value addition." (Arup Bose, Sankhya, Vol. 67 (4), 2005)

"This is a revised and expanded version of the well-known second edition from 1986 ... . The exposition is clear and sufficiently rigorous. ... With this edition ‘Testing Statistical Hypothesis’ will undoubtedly continue to be the standard graduate level textbook on statistical testing." (R. Schlittgen, Zentralblatt MATH, Vol. 1076, 2006)

"This monograph under review is the third edition ... of Erich L. Lehmann’s classical graduate text on ‘Testing statistical hypotheses’. ... the second edition from 1986 has comprehensively been reorganized ... . Additional insight into the historical background and recent developments is given ... . More than 1,000 original references are provided. ... an excellent and demanding treatment of modern statistical test theory. There is no doubt that it remains and will even more be used as a standard monograph ... ." (J. Steinebach, Metrika, Vol. 64, 2006)              

Review

            

Edition details

• Publisher: Wiley–Blackwell
• Publication date: 1986
• ISBN 10: 0471840831
• ISBN 13: 9780471840831
• Binding: Hardcover
• Language: English
• Edition number: 2
• Number of pages: 600