Mathematical Statistics
This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. The first chapter provides a quick overview of concepts and results in measure-theoretic probability theory that
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Stephen Fienberg
Ingram Olkin
Springer Texts in Statistics Alfred: Elements of Statistics for the Life and Social Sciences Berger: An Introduction to Probability and Stochastic Processes Bilodeau and Brenner: Theory of Multivariate Statistics Blom: Probability and Statistics: Theory and Applications Brockwell and Davis: Introduction to Times Series and Forecasting, Second Edition Chow and Teicher: Probability Theory: Independence, Interchangeability, Martingales, Third Edition Christensen: Advanced Linear Modeling: Multivariate, Time Series, and Spatial Data: Nonparametric Regression and Response Surface Maximization, Second Edition Christensen: Log-Linear Models and Logistic Regression, Second Edition Christensen: Plane Answers to Complex Questions: The Theory of Linear Models, Third Edition Creighton: A First Course in Probability Models and Statistical Inference Davis: Statistical Methods for the Analysis of Repeated Measurements Dean and Voss: Design and Analysis of Experiments du Toit, Steyn, and Stumpf: Graphical Exploratory Data Analysis Durrett: Essentials of Stochastic Processes Edwards: Introduction to Graphical Modelling, Second Edition Finkelstein and Levin: Statistics for Lawyers Flury: A First Course in Multivariate Statistics Jobson: Applied Multivariate Data Analysis, Volume I: Regression and Experimental Design Jobson: Applied Multivariate Data Analysis, Volume II: Categorical and Multivariate Methods Kalbfleisch: Probability and Statistical Inference, Volume I: Probability, Second Edition Kalbfleisch: Probability and Statistical Inference, Volume II: Statistical Inference, Second Edition Karr: Probability Keyfitz: Applied Mathematical Demography, Second Edition Kiefer: Introduction to Statistical Inference Kokoska and Nevison: Statistical Tables and Formulae Kulkarni: Modeling, Analysis, Design, and Control of Stochastic Systems Lange: Applied Probability Lehmann: Elements of Large-Sample Theory Lehmann: Testing Statistical Hypotheses, Second Edition Lehmann and Casella: Theory of Point Estimation, Second Edition Lindman: Analysis of Variance in Experimental Design Lindsey: Applying Generalized Linear Models (continued after index)
Jun Shao
Mathematical Statistics Second Edition
Jun Shao Department of Statistics University of Wisconsin, Madison Madison, WI 53706-1685 USA [email protected]
Editorial Board George Casella Department of Statistics University of Florida Gainesville, FL 32611-8545 USA
Stephen Fienberg Department of Statistics Carnegie Mellon University Pittsburgh, PA 15213-3890 USA
Ingram Olkin Department of Statistics Stanford University Stanford, CA 94305 USA
With 7 figures.
Library of Congress Cataloging-in-Publication Data Shao, Jun. Mathematical statistics / Jun Shao.—2nd ed. p. cm.— (Springer texts in statistics) Includes bibliographical references and index. ISBN 0-387-95382-5 (alk. paper) 1. Mathematical statistics. I. Title. II. Series. QA276.S458 2003 519.5—dc21 2003045446 ISBN 0-387-95382-5
Printed on acid-free paper.
ISBN-13 978-0-387-95382-3 © 2003 Springer
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