Statistical Theory and Inference

Authors: Olive, David

  • Exponential families, indicator functions and the support of the distribution are used throughout the text to simplify the theory
  • Many homework problems with over 30 pages of solutions
  • Covers complete sufficient statistics, maximum likelihood estimation, uniformly minimum unbiased estimators, UMP tests, and large sample theory
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eBook $69.99
price for USA (gross)
  • ISBN 978-3-319-04972-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $89.99
price for USA
  • ISBN 978-3-319-04971-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $89.99
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: October 20, 2016
  • ISBN 978-3-319-37589-2
  • Free shipping for individuals worldwide
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
About this Textbook

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 of solutions.

About the authors

David Olive is an Associate Professor in the Department of Mathematics at Southern Illinois University.

Reviews

“This book describes the most important aspects of subjective classical statistical theory and inference similar to the treatment in Rohatgi … . The book can be considered as a guide for teachers and students in the first or second courses in classical statistical methods … . The book has been written with careful details and can serve as a good reference on the topics it covers. It is highly recommended … .” (Mariano Ruiz Espejo, International Statistical Review, Vol. 83 (1), 2015)

“This is a textbook for a one semester graduate course in statistical theory and covers mainly parametric methods. Its presentation based on the theory of exponential families (EFs) and the concept of support of the distribution makes the topics much more accessible to students.” (Oleksandr Kukush, zbMATH, Vol. 1305, 2015)


Table of contents (12 chapters)

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-319-04972-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $89.99
price for USA
  • ISBN 978-3-319-04971-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $89.99
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: October 20, 2016
  • ISBN 978-3-319-37589-2
  • Free shipping for individuals worldwide
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Statistical Theory and Inference
Authors
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
Distribution Rights
Distribution rights for India: Researchco Book Centre, New Delhi, India
eBook ISBN
978-3-319-04972-4
DOI
10.1007/978-3-319-04972-4
Hardcover ISBN
978-3-319-04971-7
Softcover ISBN
978-3-319-37589-2
Edition Number
1
Number of Pages
XII, 434
Number of Illustrations and Tables
8 b/w illustrations
Topics