This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. This new edition has been revised and updated and in this fourth printing, errors have been ironed out. The first chapter provides a quick overview of concepts and results in measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Subsequent chapters 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.
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From the reviews of the second edition:
"The second edition of Mathematical Statistics continues to hold its identity among many other available books on mathematical statistics...The revised and updated version remains of high quality, and I recommend it for use as a text or reference book in a graduate statistics program." Journal of the American Statistical Association, September 2004
"The first edition of this book was published in 1999 ... . The main changes include addition of new material in Chapter 1, addition and deletion of a number of exercises, addition of two new sub-sections ... . The book remains valuable to instructors and graduate students of traditional mathematical statistics courses, specially for its large collection of problems and for its rigourous presentation." (Arup Bose, Sankhya: The Indian Journal of Statistics, Vol. 65 (3), 2003)
"This book is intended for an advanced postgraduate course in Mathematical Statistics, offered in a mathematically rigorous fashion. ... in order to get to grips with rigorous mathematical statistics, this is an ideal book. Also, as a reference book, it is ideally suited. ... Two particularly attractive features of the book are the large number of exercises at the end of each chapter – well over a hundred in each chapter, and the fact that asymptotic theory is studied throughout the book ... ." (Tertius de Wet, SASJ – South African Statistical Journal, March, 2004)
This book consists of four hundred exercises in mathematical statistics and their solutions, over 95% of which are in the author's Mathematical Statistics, Second Edition (Springer, 2003). For students preparing for work on a Ph.D. degree in statistics and instructors of mathematical statistics courses, this useful book provides solutions to train students for their research ability in mathematical statistics and presents many additional results and examples that complement any text in mathematical statistics. To develop problem-solving skills, two solutions and/or notes of brief discussions accompany a few exercises.
The exercises are grouped into seven chapters with titles matching those in the author's Mathematical Statistics. On the other hand, the book is stand-alone because exercises and solutions are comprehensible independently of their source, and notation and terminology are explained in the front of the book.
Readers are assumed to have a good knowledge in advanced calculus. A course in real analysis or measure theory is highly recommended. If this book is used with a statistics textbook that does not include probability theory, then knowledge in measure-theoretic probability theory is required.
Jun Shao is Professor of Statistics at the University of Wisconsin, Madison.
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Book Description Soft cover. Condition: New. Dust Jacket Condition: New. International Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Seller Inventory # ABE-13453342571
Book Description Trade paperback. Condition: New in new dust jacket. First edition. INTERNATIONAL EDITION. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). 608 p. Springer Texts in Statistics. Audience: Professional and scholarly. Seller Inventory # K448B0000813
Book Description Soft cover. Condition: New. Dust Jacket Condition: New. International Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Seller Inventory # ABE-1528400179561
Book Description Soft cover. Condition: New. International Edition. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. 592 p. Springer Texts in Statistics. Audience: Professional and scholarly. Seller Inventory # K319A0001313
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Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Chapters 3-7 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 self-contained 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 Cornish-Fisher 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. 608 pp. Englisch. Seller Inventory # 9781441929785