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Mathematical Statistics - Basic Ideas and Selected Topics, Volume I, Second Edition (Hardcover, 2nd edition)
Loot Price: R3,243
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Mathematical Statistics - Basic Ideas and Selected Topics, Volume I, Second Edition (Hardcover, 2nd edition)
Series: Chapman & Hall/CRC Texts in Statistical Science
Expected to ship within 12 - 17 working days
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Mathematical Statistics: Basic Ideas and Selected Topics, Volume I,
Second Edition presents fundamental, classical statistical concepts
at the doctorate level. It covers estimation, prediction, testing,
confidence sets, Bayesian analysis, and the general approach of
decision theory. This edition gives careful proofs of major results
and explains how the theory sheds light on the properties of
practical methods. The book first discusses non- and semiparametric
models before covering parameters and parametric models. It then
offers a detailed treatment of maximum likelihood estimates (MLEs)
and examines the theory of testing and confidence regions,
including optimality theory for estimation and elementary
robustness considerations. It next presents basic asymptotic
approximations with one-dimensional parameter models as examples.
The book also describes inference in multivariate (multiparameter)
models, exploring asymptotic normality and optimality of MLEs, Wald
and Rao statistics, generalized linear models, and more.
Mathematical Statistics: Basic Ideas and Selected Topics, Volume II
will be published in 2015. It will present important statistical
concepts, methods, and tools not covered in Volume I.
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