Theory of statistical inference
著者
書誌事項
Theory of statistical inference
（Texts in statistical science）
CRC Press, 2022
大学図書館所蔵 件 / 全5件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. 445-452) and index
内容説明・目次
内容説明
Theory of Statistical Inference is designed as a reference on statistical inference for researchers and students at the graduate or advanced undergraduate level. It presents a unified treatment of the foundational ideas of modern statistical inference, and would be suitable for a core course in a graduate program in statistics or biostatistics. The emphasis is on the application of mathematical theory to the problem of inference, leading to an optimization theory allowing the choice of those statistical methods yielding the most efficient use of data. The book shows how a small number of key concepts, such as sufficiency, invariance, stochastic ordering, decision theory and vector space algebra play a recurring and unifying role.
The volume can be divided into four sections. Part I provides a review of the required distribution theory. Part II introduces the problem of statistical inference. This includes the definitions of the exponential family, invariant and Bayesian models. Basic concepts of estimation, confidence intervals and hypothesis testing are introduced here. Part III constitutes the core of the volume, presenting a formal theory of statistical inference. Beginning with decision theory, this section then covers uniformly minimum variance unbiased (UMVU) estimation, minimum risk equivariant (MRE) estimation and the Neyman-Pearson test. Finally, Part IV introduces large sample theory. This section begins with stochastic limit theorems, the -method, the Bahadur representation theorem for sample quantiles, large sample U-estimation, the Cramer-Rao lower bound and asymptotic efficiency. A separate chapter is then devoted to estimating equation methods. The volume ends with a detailed development of large sample hypothesis testing, based on the likelihood ratio test (LRT), Rao score test and the Wald test.
Features
This volume includes treatment of linear and nonlinear regression models, ANOVA models, generalized linear models (GLM) and generalized estimating equations (GEE).
An introduction to decision theory (including risk, admissibility, classification, Bayes and minimax decision rules) is presented. The importance of this sometimes overlooked topic to statistical methodology is emphasized.
The volume emphasizes throughout the important role that can be played by group theory and invariance in statistical inference.
Nonparametric (rank-based) methods are derived by the same principles used for parametric models and are therefore presented as solutions to well-defined mathematical problems, rather than as robust heuristic alternatives to parametric methods.
Each chapter ends with a set of theoretical and applied exercises integrated with the main text. Problems involving R programming are included.
Appendices summarize the necessary background in analysis, matrix algebra and group theory.
目次
1 Distribution Theory 2 Multivariate Distributions 3 Statistical Models 4 Methods of Estimation 5 Hypothesis Testing 6 Linear Models 7 Decision Theory 8 Uniformly Minimum Variance Unbiased (UMVU) Estimation 9 Group Structure and Invariant Inference 10 The Neyman-Pearson Lemma 11 Limit Theorems 12 Large Sample Estimation - Basic Principles 13 Asymptotic Theory for Estimating Equations 14 Large Sample Hypothesis Testing A Parametric Classes of Densities B Topics in Linear Algebra C Topics in Real Analysis and Measure Theory D Group Theory
「Nielsen BookData」 より
