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Testing statistical hypotheses

Author: E L Lehmann
Publisher: New York : Wiley, ©1986.
Series: Wiley series in probability and mathematical statistics.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
This book covers the theory of hypotheses testing and of estimation by confidence intervals.
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Additional Physical Format: Online version:
Lehmann, E.L. (Erich Leo), 1917-
Testing statistical hypotheses.
New York : Wiley, ©1986
(OCoLC)569757387
Online version:
Lehmann, E.L. (Erich Leo), 1917-
Testing statistical hypotheses.
New York : Wiley, ©1986
(OCoLC)609872163
Document Type: Book
All Authors / Contributors: E L Lehmann
ISBN: 0471840831 9780471840831 0471524700 9780471524700
OCLC Number: 12976132
Description: xx, 600 pages ; 24 cm.
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.
Series Title: Wiley series in probability and mathematical statistics.
Responsibility: E.L. Lehmann.

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This book covers the theory of hypotheses testing and of estimation by confidence intervals.  Read more...

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