Testing Statistical Hypotheses

by Erich L. Lehmann and Joseph P. Romano

Book Overview

The General Decision Problem.- The Probability Background.- Uniformly Most Powerful Tests.- Unbiasedness: Theory and First Applications.- Unbiasedness: Applications to Normal Distributions.- Invariance.- Linear Hypotheses.- The Minimax Principle.- Multiple Testing and Simultaneous Inference.- Conditional Inference.- Basic Large Sample Theory.- Quadratic Mean Differentiable Families.- Large Sample Optimality.- Testing Goodness of Fit.- General Large...

• Format: Paperback
• Language: English
• ISBN: 1441931783
• ISBN13: 9781441931788
• Release Date: November 2010
• Publisher: Springer
• Length: 786 Pages
• Weight: 2.42 lbs.
• Dimensions: 1.6" x 6.1" x 9.2"

Customer Reviews

indispensable

Every professional statistician should have a copy of this book. I lent my copy of the first edition to somebody I can't remember and of course never got it back--no surprise since it is absolutely indispensable. So I purchased this third edition. It's worth it. The book is a classic and Erich Lehmann is a genius.

classic text with new publisher

This text was commonly used as a graduate text in mathematical statistics in the 1970s when I was a graduate student at Stanford University. It was the best and most detailed text on the theory of hypothesis testing. Over the years it remained so and twenty years after publication, when it was outdated by research advances it was revised by Professor Lehmann. The second edition originally published by Wiley went out of print but has now been reprinted by Springer-Verlag. This is a great book for any statistician to have on his bookshelf, a must have reference!

3rd edition has lots of new material

The 3rd edition has an entirely new set of chapters covering asymptotics. I found this to be a very readable survey, including a good discussion of local asymptotic normality, which is not treated in more elementary texts. There's some overlap between this book and Lehman's Theory of Point Estimation. It's not obvious which should be read first, but both books are very well written with many interesting problems.

nice book

This is a textbook for theoretical statistics,which has more content than 2nd edition while the 2nd edition is concise and pointed. If it is not required to have third edition, I would rather buy the 2nd edition. I received the book after 5 days of purchase. It is pretty new and clean.