Testing Statistical Hypotheses
E. L. Lehmann(Author)
Wiley (Publisher)
2nd Edition
Published on 1. January 1986
Book
Hardback
624 pages
978-0-471-84083-1 (ISBN)
Description
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.
More details
Series
Edition
2nd Revised edition
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Edition type
Revised edition
Illustrations
illustrations, bibliography, index
Dimensions
Height: 240 mm
Width: 160 mm
Weight
1021 gr
ISBN-13
978-0-471-84083-1 (9780471840831)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Content
THE GENERAL DECISION PROBLEM: Statistical Inference and Statistical Decisions; Specification of a Decision Problem; Randomization; Choice of Experiment; Optimum Procedures; Invariance and Unbiasedness; Bayes and Minimax Procedures; Maximum Likelihood; Complete Classes; Sufficient Statistics; Problems; Reference; THE PROBABILITY BACKGROUND: Probability and Measure; Integration; Statistics and Subfields; Conditional Expectation and Probability; Conditional Probability Distributions; Characterization of Sufficiency; Exponential Families; Problems; Reference; UNIFORMLY MOST POWERFUL TESTS: Stating the Problem; The Neyman-Pearson Fundamental Lemma; Distributions with Monotone Likelihood Ratio; Comparison of Experiments. Confidence Bounds; A Generalization of the Fundamental Lemma; Two-sided Hypotheses; Least Favorable Distributions.