Theory of Statistics

Content.- 1: Probability Models.- 1.1 Background.- 1.2 Exchangeability.- 1.4 DeFinetti's Representation Theorem.- 1.5 Proofs of DeFinetti's Theorem and Related Results*.- 1.6 Infinite-Dimensional Parameters*.- 1.7 Problems.- 2: Sufficient Statistics.- 2.1 Definitions.- 2.2 Exponential Families of Distributions.- 2.4 Extremal Families*.- 2.5 Problems.- Chapte 3: Decision Theory.- 3.1 Decision Problems.- 3.2 Classical Decision Theory.- 3.3 Axiomatic Derivation of Decision Theory*.- 3.4 Problems.- 4: Hypothesis Testing.- 4.1 Introduction.- 4.2 Bayesian Solutions.- 4.3 Most Powerful Tests.- 4.4 Unbiased Tests.- 4.5 Nuisance Parameters.- 4.6 P-Values.- 4.7 Problems.- 5: Estimation.- 5.1 Point Estimation.- 5.2 Set Estimation.- 5.3 The Bootstrap*.- 5.4 Problems.- 6: Equivariance*.- 6.1 Common Examples.- 6.2 Equivariant Decision Theory.- 6.3 Testing and Confidence Intervals*.- 6.4 Problems.- 7: Large Sample Theory.- 7.1 Convergence Concepts.- 7.2 Sample Quantiles.- 7.3 Large Sample Estimation.- 7.4 Large Sample Properties of Posterior Distributions.- 7.5 Large Sample Tests.- 7.6 Problems.- 8: Hierarchical Models.- 8.1 Introduction.- 8.3 Nonnormal Models*.- 8.4 Empirical Bayes Analysis*.- 8.5 Successive Substitution Sampling.- 8.6 Mixtures of Models.- 8.7 Problems.- 9: Sequential Analysis.- 9.1 Sequential Decision Problems.- 9.2 The Sequential Probability Ratio Test.- 9.3 Interval Estimation*.- 9.4 The Relevancc of Stopping Rules.- 9.5 Problems.- Appendix A: Measure and Integration Theory.- A.1 Overview.- A.1.1 Definitions.- A.1.2 Measurable Functions.- A.1.3 Integration.- A.1.4 Absolute Continuity.- A.2 Measures.- A.3 Measurable Functions.- A.4 Integration.- A.5 Product Spaces.- A.6 Absolute Continuity.- A.7 Problems.- Appendix B: Probability Theory.- B.1 Overview.- B.1.1Mathematical Probability.- B.1.2 Conditioning.- B.1.3 Limit Theorems.- B.2 Mathematical Probability.- B.2.1 Random Quantities and Distributions.- B.2.2 Some Useful Inequalities.- B.3 Conditioning.- B.3.1

From the reviews:



"Another excellent book in theory of statistics is by Mark J. Schervish. ... Readers will enjoy reading this book to see how differently the theory can be presented ... . This well written book contains nine chapters and four appendices. ... Each chapter has both easy and challenging problems. The book is suitable for graduate level statistical theory courses. Examples and illustrations are well explained. I liked the author's presentation, and learned a lot from the book. I highly recommend this book to theoretical statisticians." (Ramalingam Shanmugam, Journal of Statistical Computation and Simulation, Vol. 74 (11), November, 2004)