Theory of Statistical Inference : Chapman & Hall/CRC : 9780367502805 : 0367502801 : 27 May 2024 : Theory of Statistical Inference is designed as a reference on statistical inference for researchers and students at the graduate or advanced undergraduate level. It presents a unified treatment of the foundational ideas of modern statistical inference, and would be suitable for a core course in a graduate program in statistics or biostatistics. The emphasis is on the application of mathematical theory to the problem of inference, leading to an optimization theory allowing the choice of those statistical methods yielding the most efficient use of data. The book shows how a small number of key concepts, such as sufficiency, invariance, stochastic ordering, decision theory and vector space algebra play a recurring and unifying role. The volume can be divided into four sections. Part I provides a review of the required distribution theory. Part II introduces the problem of statistical inferen