Introduction to Statistical Inference
This book is based upon lecture notes developed by Jack Kiefer for a course in statistical inference he taught at Cornell University. The notes were distributed to the class in lieu of a textbook, and the problems were used for homework assignments. Relyi
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Introduction to Statistical Inference Edited by Gary Lorden With 60 Illustrations
Springer-Verlag New York Berlin Heidelberg London Paris Tokyo
Gary Lorden California Institute of Technology Pasadena, CA 91125
Editorial Board Stephen Fienberg Depm:tment of Statistics Carnegie-Mellon University Pittsburgh, PA 15213
Ingram Olkin Department of Statistics Stanford University Stanford, CA 94305
AMS Classification: 62-01, 62FXX Library of Congress Cataloging in Publication Data Kiefer, Jack Introduction to statistical inference. (Springer texts in statistics) Includes index. 1. Mathematical statistics. I. Lorden, Gary. II. Title. III. Series. QA276.16.K54 1987 519.5 86-31638 © 1987 by Springer-Verlag New York Inc. Softcover reprint of the hardcover I st edition 1987 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer-Verlag, 175 Fifth Avenue, New York, New York 10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc. in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone. Typeset by Asco Trade Typesetting Ltd., Hong Kong.
9 8 7 6 5 4 3 2 1 ISBN- \3: 978-1-46 \3-9580-5 DOl: 10.1007/978-1-46\3-9578-2
e-ISBN- \3: 978-1-46\3-9578-2
Preface
This book is based upon lecture notes developed by Jack Kiefer for a course in statistical inference he taught at Cornell University. The notes were distributed to the class in lieu of a textbook, and the problems were used for homework assignments. Relying only on modest prerequisites of probability theory and calculus, Kiefer's approach to a first course in statistics is to present the central ideas of the modem mathematical theory with a minimum of fuss and formality. He is able to do this by using a rich mixture of examples, pictures, and mathematical derivations to complement a clear and logical discussion of the important ideas in plain English. The straightforwardness of Kiefer's presentation is remar
