Lectures in Mathematical Statistics, Parts 1 and 2

Yu. N. Linkov, "Lectures in Mathematical Statistics, Parts 1 and 2"
English | 2005 | pages: 333 | ISBN: 082183732X | PDF | 12,3 mb
This volume is intended for the advanced study of several topics in mathematical statistics. The first part of the book is devoted to sampling theory (from one-dimensional and multidimensional distributions), asymptotic properties of sampling, parameter estimation, sufficient statistics, and statistical estimates. The second part is devoted to hypothesis testing and includes the discussion of families of statistical hypotheses that can be asymptotically distinguished. In particular, the author describes goodness-of-fit and sequential statistical criteria (Kolmogorov, Pearson, Smirnov, and Wald) and studies their main properties. The book is suitable for graduate students and researchers interested in mathematical statistics. It is useful for independent study or supplementary reading.