A text that stresses the general concepts of the theory of statistics Theoretical Statistics provides a systematic statement of the theory of statistics, emphasizing general concepts rather than mathematical rigor. Chapters 1 through 3 provide an overview of statistics and discuss some of the basic philosophical ideas and problems behind statistical procedures. Chapters 4 and 5 cover hypothesis testing with simple and null hypotheses, respectively. Subsequent chapters discuss non-parametrics, interval estimation, point estimation, asymptotics, Bayesian procedure, and deviation theory. Student familiarity with standard statistical techniques is assumed.
In the late 1970s when I was a graduate student at Stanford this was one of the best texts available on the theory of statistics at the first year graduate school level. It comes with a wealth of problems, many of which are very thought-provoking. There is a companion solutions manual that I recommend for students doing self-study. Cox and Hinkley are both excellent lecturers writers and brilliant statisticians. This is still a very useful book although most of Bayesian inference including MCMC methodology and all of resampling theory is missing since the book was published in 1974.
Maximum Likelihood
Published by Thriftbooks.com User , 26 years ago
I couldn't put it down! One of the most thrilling books available in maximum likelihood theory and methodology. While some examples are a little obtuse, on the whole Cox and Hinckley present the topic of the likelihood in a logical, coherent manner.
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