This is a reprint of an edition published by John Wiley & Sons , Inc. This new edition reflects the development of the field of hypothesis testing since the original book was published 27 years ago, but the basic structure has been retained. In particular, optimality considerations con tinue to provide the organizing principle. However, they are now tempered by a much stronger emphasis on the robustness properties of the resulting procedures. Other topics that receive greater attention than in the first edition are confidence intervals (which for technical reasons fit better here than in the companion volume on estimation, TPE*), simultaneous in ference procedures (which have become an important part of statistical methodology), and admissibility. A major criticism that has been leveled against the theory presented here relates to the choice of the reference set with respect to which performance is to be evaluated. A new chapter on conditional inference at the end of the book discusses some of the issues raised by this concern. In order to accommodate the wealth of new results that have become available concerning the core material, it was necessary to impose some limitations. The most important omission is an adequate treatment of asymptotic optimality paralleling that given for estimation in TPE. Since the corresponding theory for testing is less satisfactory and would have required too much space, the earlier rather perfunctory treatment has been retained. Three sections of the first edition were devoted to sequential analysis. Content: Front Matter....Pages i-xx The General Decision Problem....Pages 1-33 The Probability Background....Pages 34-67 Uniformly Most Powerful Tests....Pages 68-133 Unbiasedness: Theory and First Applications....Pages 134-187 Unbiasedness: Applications to Normal Distributions; Confidence Intervals....Pages 188-281 Invariance....Pages 282-364 Linear Hypotheses....Pages 365-452 Multivariate Linear Hypotheses....Pages 453-503 The Minimax Principle....Pages 504-538 Conditional Inference....Pages 539-568 Back Matter....Pages 569-604 1 The General Decision Problem 2 The Probability Background 3 Uniformly Most Powerful Tests 4 Unbiasedness: Theory and First Applications 5 Unbiasedness: Applications to Normal Distributions; Confidence Intervals 6 Invariance 7 Linear Hypotheses 8 Multivariate Linear Hypotheses 9 The Minimax Principle 10 Conditional Inference 1 Equivalence relations; groups 2 Convergence of distributions 3 Dominated families of distributions 4 The weak compactness theorem 5 References Author Index. This classic textbook, now available from Springer, summarizes developments in the field of hypotheses testing. Optimality considerations continue to provide the organizing principle. However, they are now tempered by a much stronger emphasis on the robustness properties of the resulting procedures. This book is an essential reference for any graduate student in statistics
