Statistical decision theory: estimation, testing, and selection by F. Liese, Klaus-J. Miescke

Statistical decision theory: estimation, testing, and selection



Download Statistical decision theory: estimation, testing, and selection




Statistical decision theory: estimation, testing, and selection F. Liese, Klaus-J. Miescke
Language: English
Page: 695
Format: pdf
ISBN: 0387731938, 9780387731933
Publisher: Springer

For advanced graduate students, this book is a one-stop shop that presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. All of the major topics are introduced at an elementary level, then developed incrementally to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. The authors present a rigorous account of the concepts and a broad treatment of the major results of classical finite sample size decision theory and modern asymptotic decision theory. With its broad coverage of decision theory, this book fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory.

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