Statistical Inference
内容简介
This book builds theoretical statistics from the first principles of probability theory. Starting from the basics of probability, the authors develop the theory of statistical inference using techniques, definitions, and concepts that are statistical and are natural extensions and consequences of previous concepts. Intended for first-year graduate students, this book can be used for students majoring in statistics who have a solid mathematics background. It can also be used in a way that stresses the more practical uses of statistical theory, being more concerned with understanding basic statistical concepts and deriving reasonable statistical procedures for a variety of situations, and less concerned with formal optimality investigations.
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作者简介
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目录
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读书文摘
The point here is that normality comes from sums of "small" (finite variance), independent disturbances.
If E|g(X)|=∞, we say that Eg(X) does not exist. (Ross 1988 refers to this as the "law of the unconscious statistician." We do not find this amusing.)
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