This book is directed toward students for whom mathematical statistics is or will become an important part of their lives. Obviously, such students should be able to work through the details of 'hard' proofs and derivations. In addition, students at this level should acquire, or begin acquiring, a deep appreciation for the field, including its historical development and its relation to other areas of mathematics and science generally.
This open book is licensed under a Creative Commons License (CC BY). You can download Theory of Statistics ebook for free in PDF format (6.7 MB).
Table of Contents
Distribution Theory and Statistical Models
Basic Statistical Theory
Unbiased Point Estimation
Statistical Inference Based on Likelihood
Statistical Hypotheses and Confidence Sets
Nonparametric and Robust Inference
Important Probability Distributions
Useful Inequalities in Probability
Notation and Definitions
Science and Mathematics
George Mason University
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