Testing Statistical Hypotheses (Springer Texts in Statistics)

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. The Third Edition of Testing Statistical Hypotheses brings it into consonance with the Second Edition of its companion volume on point estimation (Lehmann and Casella, 1998) to which we shall refer as TPE2. We won't here comment on the long history of the book which is recounted in Lehmann (1997) but shall use this Preface to indicate the principal changes from the 2nd Edition. The present volume is divided into two parts. Part I (Chapters 1–10) treats small-sample theory, while Part II (Chapters 11–15) treats large-sample theory. The preface to the 2nd Edition stated that “the most important omission is an adequate treatment of optimality paralleling that given for estimation in TPE.” We shall here remedy this failure by treating the di?cult topic of asymptotic optimality (in Chapter 13) together with the large-sample tools needed for this purpose (in Chapters 11 and 12). Having developed these tools, we use them in Chapter 14 to give a much fuller treatment of tests of goodness of?tthan was possible in the 2nd Edition, and in Chapter 15 to provide an introduction to the bootstrap and related techniques. Various large-sample considerations that in the Second Edition were discussed in earlier chapters now have been moved to Chapter 11. "The Third Edition of Testing Statistical Hypotheses updates and expands upon the classic graduate text, emphasizing optimality theory for hypothesis testing and confidence sets. The principal additions include a rigorous treatment of large sample optimality, together with the requisite tools. In addition, an introduction to the theory of resampling methods such as the bootstrap is developed. The sections on multiple testing and goodness of fit testing are expanded. The text is suitable for Ph. D. students in statistics and includes over 300 new problems out of a total of more than 760"--Jacket Testing Statistical Hypothese s......Page 1 Front Matter ......Page 2 Contents ......Page 8 Part I ......Page 14 Ch 1......Page 15 Ch 2......Page 40 Ch 3......Page 68 Ch 4......Page 122 Ch 5......Page 162 Ch 6......Page 224 Ch 7......Page 289 Ch 8......Page 331 Ch 9......Page 360 Ch 10......Page 404 Part II ......Page 428 Ch 11......Page 429 Ch 12......Page 492 Ch 13......Page 537 Ch 14......Page 593 Ch 15......Page 641 Appendix ......Page 702 References ......Page 712 Author Index ......Page 767 Subject Index ......Page 776