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Lectures in Mathematical Statistics: Parts 1 and 2
Yu. N. Lin'kov
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Translations of Mathematical Monographs
2005; 321 pp; hardcover
Volume: 229
ISBN-10: 0-8218-3732-X
ISBN-13: 978-0-8218-3732-0
List Price: US$105
Member Price: US$84
Order Code: MMONO/229
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Mathematical Statistics: Asymptotic Minimax Theory - Alexander Korostelev and Olga Korosteleva

This volume is intended for the advanced study of several topics in mathematical statistics. The first part of the book is devoted to sampling theory (from one-dimensional and multidimensional distributions), asymptotic properties of sampling, parameter estimation, sufficient statistics, and statistical estimates. The second part is devoted to hypothesis testing and includes the discussion of families of statistical hypotheses that can be asymptotically distinguished. In particular, the author describes goodness-of-fit and sequential statistical criteria (Kolmogorov, Pearson, Smirnov, and Wald) and studies their main properties.

The book is suitable for graduate students and researchers interested in mathematical statistics. It is useful for independent study or supplementary reading.

Readership

Graduate students and research mathematicians interested in mathematical statistics.

Table of Contents

  • Part I title page
  • Preface to Part 1
  • Samples from one-dimensional distributions
  • Samples from multidimensional distributions
  • Estimation of unknown parameters of distributions
  • Sufficient statistics
  • General methods for constructing estimators
  • References
  • Part II title page
  • Preface to Part 2
  • General theory of hypotheses testing
  • Asymptotic distinguishability of simple hypotheses
  • Goodness-of-fit tests
  • Sequential tests
  • References
  • Index
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