基本信息 书名:大样本理论基础 定价:95.00元 作者:(美)莱曼, E. L. 出版社:世界图书出版公司 出版日期:2017-06-01 ISBN:9787519220778 字数:518000 页码:631 版次:1 装帧:平装 开本:16开 商品重量: 编辑推荐
内容提要 《大样本理论基础》是一部全面论述一阶大样本理论的经典教科书,是世界各国认可的统计专业研究生的优选教材。书中讨论了大量的应用问题,包括密度估计、自助法和抽样方法论的渐进。本书内容深入浅出,学习者只需掌握微积分基础知识。各章很后有问题和练习,每节末有小结。 目录 Preface1 Mathematical Background1.1 The concept of limit1.2 Embedding sequences1.3 Infinite series1.4 Order relations and rates of convergence1.5 Continuity1.6 Distributions1.7 Problems2 Convergence in Probability and in Law2.1 Convergence in probability2.2 Applications2.3 Convergence in law2.4 The central limit theorem2.5 Taylors theorem and the delta method2.6 Uniform convergence2.7 The CLT for independent non—identical random variables2.8 Central limit theorem for dependent variables2.9 Problems3 Performance of Statistical Tests3.1 Critical values3.2 Comparing two treatments3.3 Power and sample size3.4 Comparison of tests: Relative efficiency3.5 Robustness3.6 Problems4 Estimation4.1 Confidence intervals4.2 Accuracy of point estimators4.3 Comparing estimators4.4 Sampling from a finite population4.5 Problems5 Multivariate Extensions5.1 Convergence of multivariate distributions.5.2 The bivariate normal distribution5.3 Some linear algebra5.4 The multivariate normal distribution5.5 Some applications5.6 Estimation and testing in 2 × 2 tables5.7 Testing goodness of fit5.8 Problems6 Nonparametric Estimation6.1 U—Statistics6.2 Statistical functionals6.3 Limit distributions of statistical functionais6.4 Density estimation6.5 Bootstrapping6.6 Problems7 Efficient Estimators and Tests7.1 Maximum likelihood7.2 Fisher information7.3 Asymptotic normality and multiple roots7.4 Efficiency7.5 The multiparameter case Ⅰ.Asymptotic norrnality7.6 The multiparameter case Ⅱ.Efficiency7.7 Tests and confidence intervals7.8 Contingency tables7.9 ProblemsAppendixReferencesAuthor IndexSubject Index 作者介绍 E.L.Lehmann(莱曼, E. L.)是美国加利福尼亚大学教授,享誉世界,著有《大样本理论基础》《点估计理论》《测试统计假设》等图书。 序言
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