Testing Statistical Hypotheses


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Description

The third edition of Testing Statistical Hypotheses updates and expands upon the classic graduate text, emphasizing optimality theory for hypothesis testing and confidence sets. The principal additions include a rigorous treatment of large sample optimality, together with the requisite tools. In addition, an introduction to the theory of resampling methods such as the bootstrap is developed. The sections on multiple testing and goodness of fit testing are expanded. The text is suitable for Ph.D. students in statistics and includes over 300 new problems out of a total of more than 760. The respective authors are Professor of Statistics Emeritus at the University of California, Berkeley, and the Professor of Statistics at Stanford University.



Author: Erich L. Lehmann, Joseph P. Romano
Publisher: Springer
Published: 11/19/2010
Pages: 786
Binding Type: Paperback
Weight: 2.42lbs
Size: 9.21h x 6.14w x 1.59d
ISBN13: 9781441931788
ISBN10: 1441931783
BISAC Categories:
- Mathematics | Probability & Statistics | General

About the Author

E.L. Lehmann is Professor of Statistics Emeritus at the University of California, Berkeley. He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands and the University of Chicago. He is the author of Elements of Large-Sample Theory and (with George Casella) he is also the author of Theory of Point Estimation, Second Edition.

Joseph P. Romano is Professor of Statistics at Stanford University. He is a recipient of a Presidential Young Investigator Award and a Fellow of the Institute of Mathematical Statistics. He has coauthored two other books, Subsampling with Dimitris Politis and Michael Wolf, and Counterexamples in Probability and Statistics with Andrew Siegel.

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