統計的仮説検定（第３版） Testing Statistical Hypotheses (Springer Texts in Statistics) （3rd ed. 2005. Corr. 2nd printing）

Lehmann, Erich L./Romano, J. P.

Springer（2006/05発売）

• 製本 Hardcover:ハードカバー版／ページ数 786 p.／サイズ 20 illus.
• 言語 ENG
• 商品コード 9780387988641

基本説明

Features: Optimality considerations continue to provide the organizing principle, but are now tempered by a much stronger emphasis on the robustness properties of the resulting procedures.

Full 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.

Contents

The General Decision Problem.- The Probability Background.- Uniformly Most Powerful Tests.- Unbiasedness: Theory and First Applications.- Unbiasedness: Applications to Normal Distributions.- Invariance.- Linear Hypotheses.- The Minimax Principle.- Multiple Testing and Simultaneous Inference.- Conditional Inference.- Basic Large Sample Theory.- Quadratic Mean Differentiable Families.- Large Sample Optimality.- Testing Goodness of Fit.- General Large Sample Methods.