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Theory of Statistics

  • Textbook
  • © 1995

Overview

Authors:
  1. Mark J. Schervish

    1. Department of Statistics, Carnegie Mellon University, Pittsburgh, USA

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Part of the book series: Springer Series in Statistics (SSS)

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Table of contents (10 chapters)

  1. Front Matter

    Pages i-xvi
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  2. Probability Models

    • Mark J. Schervish
    Pages 1-81

  3. Sufficient Statistics

    • Mark J. Schervish
    Pages 82-143

  4. Decision Theory

    • Mark J. Schervish
    Pages 144-213

  5. Hypothesis Testing

    • Mark J. Schervish
    Pages 214-295

  6. Estimation

    • Mark J. Schervish
    Pages 296-343

  7. Equivariance

    • Mark J. Schervish
    Pages 344-393

  8. Large Sample Theory

    • Mark J. Schervish
    Pages 394-475

  9. Hierarchical Models

    • Mark J. Schervish
    Pages 476-535

  10. Sequential Analysis

    • Mark J. Schervish
    Pages 536-569

  11. Erratum

    • Mark J. Schervish
    Pages 704-716

  12. Back Matter

    Pages 570-703
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Keywords

About this book

The aim of this graduate textbook is to provide a comprehensive advanced course in the theory of statistics covering those topics in estimation, testing, and large sample theory which a graduate student might typically need to learn as preparation for work on a Ph.D. An important strength of this book is that it provides a mathematically rigorous and even-handed account of both Classical and Bayesian inference in order to give readers a broad perspective. For example, the "uniformly most powerful" approach to testing is contrasted with available decision-theoretic approaches.

Reviews

From the reviews:

"Another excellent book in theory of statistics is by Mark J. Schervish. … Readers will enjoy reading this book to see how differently the theory can be presented … . This well written book contains nine chapters and four appendices. ... Each chapter has both easy and challenging problems. The book is suitable for graduate level statistical theory courses. Examples and illustrations are well explained. I liked the author’s presentation, and learned a lot from the book. I highly recommend this book to theoretical statisticians." (Ramalingam Shanmugam, Journal of Statistical Computation and Simulation, Vol. 74 (11), November, 2004)

Authors and Affiliations

  • Department of Statistics, Carnegie Mellon University, Pittsburgh, USA

    Mark J. Schervish

Bibliographic Information

  • Book Title: Theory of Statistics

  • Authors: Mark J. Schervish

  • Series Title: Springer Series in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-4250-5

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1995

  • Hardcover ISBN: 978-0-387-94546-0Published: 10 August 1995

  • Softcover ISBN: 978-1-4612-8708-7Published: 21 November 2011

  • eBook ISBN: 978-1-4612-4250-5Published: 06 December 2012

  • Series ISSN: 0172-7397

  • Series E-ISSN: 2197-568X

  • Edition Number: 1

  • Number of Pages: XVI, 716

  • Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods

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