Introduction to Mathematical Statistics.

Abstract

1. Probability and Distributions. 2. Multivariate Distributions. 3. Some Special Distributions. 4. Some Elementary Statistical Inferences 5. Consistency and Limiting Distributions 6. Maximum Likelihood Methods. 7. Sufficiency. 8. Optimal Tests of Hypotheses. 9. Inferences about Normal Models. 10. Nonparametric and Robust Statistics. 11. Bayesian Statistics. Appendix A. Mathematical Comments Appendix B. R-Functions. Appendix C. Tables of Distributions Appendix D. List of Common Distributions Appendix E. References Appendix F. Answers to Selected Exercises Index