This gracefully organized text reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, figures, tables, and computer simulations to develop and illustrate concepts. Drills and boxed summaries emphasize and reinforce important ideas and special techniques.

Beginning with a review of the basic concepts and methods in probability theory, moments, and moment generating functions, the author moves to more intricate topics. Introductory Statistical Inference studies multivariate random variables, exponential families of distributions, and standard probability inequalities. It develops the Helmert transformation for normal distributions, introduces the notions of convergence, and spotlights the central limit theorems. Coverage highlights sampling distributions, Basu's theorem, Rao-Blackwellization and the Cramer-Rao inequality. The text also provides in-depth coverage of Lehmann-Scheffe theorems, focuses on tests of hypotheses, describes Bayesian methods and the Bayes' estimator, and develops large-sample inference. The author provides a historical context for statistics and statistical discoveries and answers to a majority of the end-of-chapter exercises.

Designed primarily for a one-semester, first-year graduate course in probability and statistical inference, this text serves readers from varied backgrounds, ranging from engineering, economics, agriculture, and bioscience to finance, financial mathematics, operations and information management, and psychology.

About the Author
Mukhopadhyay, Nitis

Reviews

"The style and contents of the book are well organized, which makes it easy to read...recommended as a one- or two-semester course book and also as a supplementary textbook for different advanced statistical courses."
-Fazil A. Aliev, Mathematical Reviews, Issue 2007a

"...Professor Mukhopadhyay has done an excellent job of collecting a broad statistical knowledge base on the various topics covered and presented them in a straightforward manner ... Not many books on statistical inference with such features are available currently."
-- Sunil K. Dhar, New Jersey Institute of Technology

"This book is designed for a one-semester course in Mathematical Statistics. In many universities, graduate students from Economics, Actuarial Sciences, Finance, and several other departments do not have enough time to take a two-semester sequence ... For them, this book is ideal. They can learn wide varieties of topics in Mathematical Statistics in one course."
-- Dipak K. Dey, University of Connecticut

Book Information
ISBN 9781574446135
Author Nitis Mukhopadhyay
Format Hardback
Page Count 304
Imprint CRC Press Inc
Publisher Taylor & Francis Inc
Weight(grams) 544g