Translations of Mathematical Monographs
2005;
321 pp;
Hardcover
MSC: Primary 62;
Print ISBN: 978-0-8218-3732-0
Product Code: MMONO/229
List Price: $111.00
AMS Member Price: $88.80
MAA Member Price: $99.90
Electronic ISBN: 978-1-4704-4653-6
Product Code: MMONO/229.E
List Price: $111.00
AMS Member Price: $88.80
MAA Member Price: $99.90
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Supplemental Materials
Lectures in Mathematical Statistics: Parts 1 and 2
Share this pageYu. N. Lin′kov
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
Table of Contents
Lectures in Mathematical Statistics: Parts 1 and 2
- Cover Cover11
- Title page iii4
- Contents v6
- Foreword to the English translation vii8
- Part I title page 110
- Preface to Part 1 312
- Samples from one-dimensional distributions 514
- Samples from multidimensional distributions 2534
- Estimation of unknown parameters of distributions 3948
- Sufficient statistics 99108
- General methods for constructing estimators 131140
- Part II title page 155164
- Preface to Part 2 157166
- General theory of hypotheses testing 159168
- Asymptotic distinguishability of simple hypotheses 203212
- Goodness-of-fit tests 263272
- Sequential tests 293302
- Part 1 References 153162
- Part 2 References 317326
- Index 319328
- Back Cover Back Cover1334