Testing Statistical Hypotheses
暫譯: 測試統計假設

Lehmann, E. L., Romano, Joseph P.

Testing Statistical Hypotheses
  • 出版商: Springer
  • 出版日期: 2021-11-07
  • 售價: $4,200
  • 貴賓價: 9.5 折 $3,990
  • 語言: 英文
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 3030705773
  • ISBN-13: 9783030705770

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商品描述

The Third Edition of Testing Statistical Hypotheses brings it into consonance with the Second Edition of its companion volume on point estimation (Lehmann and Casella, 1998) to which we shall refer as TPE2. We won't here comment on the long history of the book which is recounted in Lehmann (1997) but shall use this Preface to indicate the principal changes from the 2nd Edition. The present volume is divided into two parts. Part I (Chapters 1-10) treats small-sample theory, while Part II (Chapters 11-15) treats large-sample theory. The preface to the 2nd Edition stated that "the most important omission is an adequate treatment of optimality paralleling that given for estimation in TPE." We shall here remedy this failure by treating the di?cult topic of asymptotic optimality (in Chapter 13) together with the large-sample tools needed for this purpose (in Chapters 11 and 12). Having developed these tools, we use them in Chapter 14 to give a much fuller treatment of tests of goodness of 't than was possible in the 2nd Edition, and in Chapter 15 to provide an introduction to the bootstrap and related techniques. Various large-sample considerations that in the Second Edition were discussed in earlier chapters now have been moved to Chapter 11.

商品描述(中文翻譯)

《檢驗統計假設》第三版使其與其伴隨卷《點估計》（Lehmann 和 Casella, 1998）的第二版保持一致，我們將其稱為 TPE2。我們不會在此評論該書的悠久歷史，該歷史在 Lehmann (1997) 中有詳細敘述，而是利用這個前言來指出與第二版的主要變更。本書分為兩個部分。第一部分（第1-10章）處理小樣本理論，而第二部分（第11-15章）處理大樣本理論。第二版的前言指出「最重要的遺漏是對最優性的充分處理，這與 TPE 中的估計相平行。」我們將在此彌補這一缺失，通過在第13章處理漸近最優性這一困難主題，以及在第11和第12章中提供為此目的所需的大樣本工具。在發展這些工具後，我們在第14章中使用它們，對「擬合優度」檢驗進行了比第二版更為全面的處理，並在第15章中提供了對自助法（bootstrap）及相關技術的介紹。第二版中在早期章節討論的各種大樣本考量現在已移至第11章。

作者簡介

E.L. Lehmann (1917 - 2009) was an American statistician and professor of statistics at the University of California, Berkeley. He made significant contributions to nonparametric hypothesis testing, and he is one of the eponyms of the Lehmann-Scheffé theorem and of the Hodges-Lehmann estimator. Dr. Lehmann was a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands and the University of Chicago. He was the author of Elements of Large-Sample Theory (Springer 1999) and Theory of Point Estimation, Second Edition (Springer 1998, with George Casella).

Joseph P. Romano has been on faculty in the Statistics Department at Stanford since 1986. Since 2007, he has held a joint professorship appointment in both Statistics and Economics. He is a coauthor of three books, as well as over 100 journal articles. Dr. Romano was named NOGLSTP's 2021 LGBTQ+ Scientist of the Year, has been a recipient of the Presidential Young Investigator Award and many other grants from the National Science Foundation, and is a Fellow of the Institute of Mathematical Statistics and of the International Association of Applied Econometrics. His research has focused on such topics as: bootstrap and resampling methods, subsampling, randomization methods, inference, optimality, large-sample theory, nonparametrics, multiple hypothesis testing, and econometrics. He has invented or co-invented a variety of new statistical methods, including subsampling and the stationary bootstrap, as well as methods for multiple hypothesis testing. These methods have been applied to such diverse fields as clinical trials, climate change, finance, and economics.

作者簡介(中文翻譯)

E.L. Lehmann（1917 - 2009）是美國的統計學家及加州大學伯克利分校的統計學教授。他對非參數假設檢定做出了重要貢獻，並且是Lehmann-Scheffé定理和Hodges-Lehmann估計量的命名者之一。Lehmann博士是美國國家科學院和美國藝術與科學學院的成員，並獲得荷蘭萊頓大學和芝加哥大學的榮譽學位。他是《Elements of Large-Sample Theory》（Springer 1999）和《Theory of Point Estimation, Second Edition》（Springer 1998，與George Casella合著）的作者。

Joseph P. Romano自1986年以來一直在斯坦福大學的統計系任教。自2007年以來，他同時擔任統計學和經濟學的聯合教授。他是三本書的共同作者，以及超過100篇期刊文章的作者。Romano博士被評選為NOGLSTP 2021年LGBTQ+科學家，曾獲得總統青年研究員獎和美國國家科學基金會的多項其他獎助金，並且是數學統計學會和國際應用計量經濟學會的會士。他的研究集中在以下主題：自助法和重抽樣方法、子抽樣、隨機化方法、推斷、最優性、大樣本理論、非參數、複數假設檢定和計量經濟學。他發明或共同發明了多種新的統計方法，包括子抽樣和穩態自助法，以及多重假設檢定的方法。這些方法已應用於臨床試驗、氣候變遷、金融和經濟等多個不同領域。

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