Lectures in Mathematical Statistics ：Parts 1 and 2 ( Translations of Mathematical Monographs )

Publication subTitle ：Parts 1 and 2

Publication series ： Translations of Mathematical Monographs

Author： Yu. N. Lin′kov  

Publisher： American Mathematical Society‎

Publication year： 2018

E-ISBN: 9781470446536

P-ISBN(Paperback): 9780821837320

Subject： O212 Statistics

Keyword： 数学

Language： ENG

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Lectures in Mathematical Statistics

Description

This volume is intended for the advanced study of 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.

Chapter

Cover

Title page

Contents

Foreword to the English translation

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

Part II title page

Preface to Part 2

General theory of hypotheses testing

Asymptotic distinguishability of simple hypotheses

Goodness-of-fit tests

Sequential tests

Part 1 References

Part 2 References

Index

Back Cover

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