Testing statistical hypotheses

Bibliographic Information

Testing statistical hypotheses

E.L. Lehmann

(Wiley series in probability and mathematical statistics, . Probability and mathematical statistics)

Wiley, c1986

2nd ed

Available at  / 79 libraries

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Note

Includes bibliographies and indexes

Description and Table of Contents

Description

This book covers the theory of hypotheses testing and of estimation by confidence intervals. Accompanying Theory of Point Estimation (1983) to cover the main topics of classical statistics, including theory and its principal applications, this second edition contains more on confidence intervals, simultaneous inference, admissibility, and conditioning. The book is thoroughly updated throughout with a new section on conditional inference and an expansion of multivariate material.

Table of Contents

  • THE GENERAL DECISION PROBLEM: Statistical Inference and Statistical Decisions
  • Specification of a Decision Problem
  • Randomization
  • Choice of Experiment
  • Optimum Procedures
  • Invariance and Unbiasedness
  • Bayes and Minimax Procedures
  • Maximum Likelihood
  • Complete Classes
  • Sufficient Statistics
  • Problems
  • Reference
  • THE PROBABILITY BACKGROUND: Probability and Measure
  • Integration
  • Statistics and Subfields
  • Conditional Expectation and Probability
  • Conditional Probability Distributions
  • Characterization of Sufficiency
  • Exponential Families
  • Problems
  • Reference
  • UNIFORMLY MOST POWERFUL TESTS: Stating the Problem
  • The Neyman-Pearson Fundamental Lemma
  • Distributions with Monotone Likelihood Ratio
  • Comparison of Experiments. Confidence Bounds
  • A Generalization of the Fundamental Lemma
  • Two-sided Hypotheses
  • Least Favorable Distributions.

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