Mathematical Statistics by Jun Shao (Hardcover, 2007)

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Product Information

This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. The first chapter provides a quick overview of concepts and results in measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Chapters 3-7 contain detailed studies on some important topics: unbiased estimation, parametric estimation, nonparametric estimation, hypothesis testing, and confidence sets. A large number of exercises in each chapter provide not only practice problems for students, but also many additional results. In addition to improving the presentation, the new edition makes Chapter 1 a self-contained chapter for probability theory with emphasis in statistics. Added topics include useful moment inequalities, more discussions of moment generating and characteristic functions, conditional independence, Markov chains, martingales, Edgeworth and Cornish-Fisher expansions, and proofs to many key theorems such as the dominated convergence theorem, monotone convergence theorem, uniqueness theorem, continuity theorem, law of large numbers, and central limit theorem. A new section in Chapter 5 introduces semiparametric models, and a number of new exercises were added to each chapter.

Product Identifiers

PublisherSpringer-Verlag New York Inc.
ISBN-139780387953823
eBay Product ID (ePID)87314363

Product Key Features

Number of Pages592 Pages
Publication NameMathematical Statistics
LanguageEnglish
SubjectMathematics
Publication Year2007
TypeTextbook
AuthorJun Shao
SeriesSpringer Texts in Statistics
FormatHardcover

Dimensions

Item Height235 mm
Item Weight2270 g
Item Width155 mm

Additional Product Features

Country/Region of ManufactureUnited States
Title_AuthorJun Shao
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