Title Statements
- Full title :Parametric statistical theory / Johann Pfanzagl, with the assistance of R. Hamböker.
Edition Statements
- Publication Date:1994.
Publication Statements
- Publisher(s):W. De Gruyter
- Place of Publication:Berlin
- Language:eng
- Publication Date:1994.
The Physical Object
- Description:1 online resource (xiii, 374 pages) : : illustrations
Edition Identifiers
- ISBN:9783110889765, 3110889765, 9783110138634, 3110138638
- oclc:ocn815506977
- LC Classification:QA276
- Dewey Decimal:519.5/4
Table of Contents
Preface; Introduction; Chapter 1 Sufficiency and completeness; 1.1 Introduction; 1.2 Sufficiency and factorization of densities; 1.3 Sufficiency and exhaustivity; 1.4 Minimal sufficiency; 1.5 Completeness; 1.6 Exponential families; 1.7 Auxiliary results on families with monotone likelihood ratios; 1.8 Ancillary statistics; 1.9 Equivariance and invariance; 1.10 Appendix: Conditional expectations, conditional distributions; Chapter 2 The evaluation of estimators; 2.1 Introduction; 2.2 Unbiasedness of estimators; 2.3 The concentration of real valued estimators
2.4 Concentration of multivariate estimators2.5 Evaluating estimators by loss functions; 2.6 The relative efficiency of estimators; 2.7 Examples on the evaluation of estimators; Chapter 3 Mean unbiased estimators and convex loss functions; 3.1 Introduction; 3.2 The Rao-Blackwell-Lehmann-Scheffé-Theorem; 3.3 Examples of mean unbiased estimators with minimal convex risk; 3.4 Mean unbiased estimation of probabilities; 3.5 A result on bounded mean unbiased estimators; Chapter 4 Testing hypotheses; 4.1 Basic concepts; 4.2 Critical functions, critical regions; 4.3 The Neyman-Pearson Lemma
4.4 Optimal tests for composite hypotheses4…
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