Statistical Theory and Inference By David J. Olive 9783319375892

Category

Stochastics

Store

Wordery

Brand

Springer international publish

Statistical Theory and Inference : Springer : 9783319375892 : 331937589X : 03 Sep 2016 : This text is for a one semester graduate course in statistical theory and covers minimal and complete sufficient statistics, maximum likelihood estimators, method of moments, bias and mean square error, uniform minimum variance estimators and the Cramer-Rao lower bound, an introduction to large sample theory, likelihood ratio tests and uniformly most powerful tests and the Neyman Pearson Lemma. A major goal of this text is to make these topics much more accessible to students by using the theory of exponential families. Exponential families, indicator functions and the support of the distribution are used throughout the text to simplify the theory. More than 50 ``brand name" distributions are used to illustrate the theory with many examples of exponential families, maximum likelihood estimators and uniformly minimum variance unbiased estimators. There are many homework problems with over 30 pages

62.99 GBP