Intermediate Mathematical Statistics
In: Springer eBook Collection
1 Sufficiency -- 1.1 Introduction -- 1.2 Factorization criterion -- 1.3 Distribution of statistics conditional on a sufficient statistic -- 1.4 Joint sufficiency -- 1.5 Minimal sufficiency -- 2 Unbiased point estimators -- 2.1 Introduction -- 2.2 Rao-Blackwell theorem -- 2.3 The role of sufficient statistics -- 2.4 Completeness -- 2.5 Joint completeness -- 2.6 Sufficiency, completeness and independence -- 2.7 Minimum-variance bounds -- 2.8 Computation of a minimum-variance bound -- 2.9 Minimum attainable variance -- 2.10 Mean square error -- 2.11 Two parameters -- 3 Elementary decision theory and Bayesian methods -- 3.1 Comments on classical techniques -- 3.2 Loss functions -- 3.3 Decision theory -- 3.4 Bayes decisions -- 3.5 Using data -- 3.6 Computing posterior distributions -- 3.7 Conjugate distributions -- 3.8 Distribution of the next observation -- 3.9 More than one parameter -- 3.10 Decision functions -- 3.11 Bayes estimators -- 3.12 Admissibility -- 4 Methods of estimation -- 4.1 Introduction -- 4.2 Maximum likelihood estimation -- 4.3 Locating the maximum likelihood estimator -- 4.4 Estimation of a function of a parameter -- 4.5 Truncation and censoring -- 4.6 Estimation of several parameters -- 4.7 Approximation techniques -- 4.8 Large-sample properties -- 4.9 Method of least squares -- 4.10 Normal equations -- 4.11 Solution of the normal equations (non-singular case) -- 4.12 Use of matrices -- 4.13 Best unbiased linear estimation -- 4.14 Co variance matrix -- 4.15 Relaxation of assumptions -- 5 Hypothesis testing I -- 5.1 Introduction -- 5.2 Statistical hypothesis -- 5.3 Simple null hypothesis against simple alternative -- 5.4 Applications of the Neyman-Pearson theorem -- 5.5 Uniformly most powerful tests for a single parameter -- 5.6 Most powerful randomized tests -- 5.7 Hypothesis testing as a decision process -- 5.8 Minimax and Bayes tests -- 6 Hypothesis testing II -- 6.1 Two-sided tests for a single parameter -- 6.2 Neyman-Pearson theorem extension (nonrandomized version) -- 6.3 Regular exponential family of distributions -- 6.4 Uniformly most powerful unbiased test of ? = ?0 against ? ? ?0 -- 6.5 Nuisance parameters -- 6.6 Similar tests -- 6.7 Composite hypotheses-several parameters -- 6.8 Likelihood ratio tests -- 6.9 Bayes methods -- 6.10 Loss function for one-sided hypotheses -- 6.11 Testing ? = ?0 against ? ? ?0 -- 7 Interval estimation -- 7.1 One parameter, Bayesian confidence intervals -- 7.2 Two parameters, Bayesian confidence regions -- 7.3 Confidence intervals (classical) -- 7.4 Most selective limits -- 7.5 Relationship to best tests -- 7.6 Unbiased confidence intervals -- 7.7 Nuisance parameters -- 7.8 Discrete distributions -- 7.9 Relationship between classical and Bayesian intervals -- 7.10 Large-sample confidence intervals -- Appendix 1 Functions of random variables -- A 1.1 Introduction -- A 1.2 Transformations: discrete distributions -- A1.3 Continuous distributions -- A 1.4 The order statistics -- Appendix 2 The regular exponential family of distributions -- A2.1 Single parameter -- A2.2 Several parameters -- A2.3 The regular exponential family of bivariate distributions -- Further exercises -- Brief solutions to further exercises -- Further reading -- Author index.