Statistical inference. (English) Zbl 0699.62001

Wadsworth & Brooks/Cole Statistics/Probability Series. Pacific Grove, CA: Wadsworth & Brooks/Cole Advanced Books & Software. xviii, 650 p. (1990).
This textbook assumes one year of calculus as a prerequisite. The first five chapters cover probability theory, including multivariate distributions, limit theorems and random samples. Chapter 6, Principles of data reduction, covers sufficiency, likelihood, and invariance. The remaining chapter headings are Point estimation; Hypothesis testing; Interval estimation; Decision theory; The analysis of variance; and Linear regression.
The book is very clearly written, and contains material not usually found in an introductory textbook, such as Stein’s phenomenon of the inadmissibility of the maximum likelihood estimator for several normal means. There are many exercises.
Reviewer: L.Weiss


62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics