Testing Statistical Hypotheses, 2 Teile (Springer Texts in Statistics) （4. Aufl. 2023. xv, 1012 S. XV, 1012 p. 13 illus., 7 illus. in color. I）

Lehmann, E.L./Romano, Joseph P.

SPRINGER, BERLIN; SPRINGER INTERNATIONAL PUBLISHING;（2023発売）

• 製本 Paperback:紙装版/ペーパーバック版
• 商品コード 9783030705800

Full Description

Testing Statistical Hypotheses, 4th Edition updates and expands upon the classic graduate text, now a two-volume work. The first volume covers finite-sample theory, while the second volume discusses large-sample theory. A definitive resource for graduate students and researchers alike, this work grows to include new topics of current relevance. New additions include an expanded treatment of multiple hypothesis testing, a new section on extensions of the Central Limit Theorem, coverage of high-dimensional testing, expanded discussions of permutation and randomization tests, coverage of testing moment inequalities, and many new problems throughout the text.

Contents

1. The General Decision Problem.- 2. The Probability Background.- 3. Uniformly Most Powerful Tests.- 4. Unbiasedness: Theory and First Applications.- 5. Unbiasedness: Applications to Normal Distributions.- 6. Invariance.- 7. Linear Hypotheses.- 8. The Minimax Principle.- 9. Multiple Testing and Simultaneous Inference.- 10. Conditional Inference.- 11. Basic Large Sample Theory.- 12. Extensions of the CLT to Sums of Dependent Random Variables.- 13. Applications to Inference.- 14. Quadratic Mean Differentiable Families.- 15. Large Sample Optimality.- 16. Testing Goodness of Fit.- 17. Permutation and Randomization Tests.- 18. Bootstrap and Subsampling Methods.- A. Auxiliary Results.