Kendall's Advanced Theory of Statistics, Classical Inference and the Linear Model

ISBN-13: 9780470689240 / Angielski / Twarda / 2010 / 912 str.

Alan Stuart; Keith Ord; Steven Arnold

Opis

The development of statistical theory in the past fifty years is faithfully reflected in the history of the late Sir Maurice Kendall's volumes The Advanced Theory of Statistics. The Advanced Theory began life as a two volume work (Volume 1, 1943; Volume 2, 1946) and grew steadily, as a single authored work until the late fifties.

Spis treści

Preface to the Sixth Edition.

List of Examples.

Glossary of Abbreviations.

17. Estimation and Sufficiency.

18. Estimation: Maximum Likelihood and Other Methods.

19. Interval Estimation.

20. Tests of Hypotheses: Simple Null Hypotheses.

21. Tests of Hypotheses: Composite Hypotheses.

22. Likelihood Ratio Tests and Test Efficiency.

23. Invariance and Equivariance.

24. Sequential Methods.

25. Tests of Fit.

26. Comparative Statistical Inference.

27. Statistical Relationship: Linear Regression and Correlation.

28. Partial and Multiple Correlation.

29. The General Linear Model.

30. Fixed Effects Analysis of Variance.

31. Other Analysis of Variance Models.

32. Analysis and Diagnostics for the Linear Model.

Appendix Tables.

References.

Index of Examples in Text.

Author Index.

Subject Index.

O autorze

Alan Stuart is former Professor of Statistics at the London School of Economics.

J. Keith Ord is Professor of Management Science and Statistics at Pennsylvania State University.

Steven Arnold is Associate Professor of Statistics at Pennsylvania State University.

Blurb

The development of statistical theory in the past fifty years is faithfully reflected in the history of the late Sir Maurice Kendall’s volumes The Advanced Theory of Statistics. The Advanced Theory began life as a two volume work (Volume 1, 1943; Volume 2, 1946) and grew steadily, as a single authored work until the late fifties. At that point Alan Stuart became involved and the Advanced Theory was rewritten in three volumes. When Keith Ord joined in the early eighties, Volume 3 became the largest and plans were developed to expand it into a series of monographs called the Kendall′s Library of Statistics which would devote a book to each of the modern developments in statistics. This series is well on the way with 5 titles in print and a further 7 on the way. A new volume on Bayesian Inference was also commissioned from Tony O’Hagan and published in 1994 as Volume 2B of the Advanced Theory. This Volume 2A is therefore the completely updated Volume 2 – Classical Inference and Relationship. A new author, Steven Arnold, was invited to join Keith Ord and they have between them produced a work of the highest quality. References have been updated and material revised throughout. A new chapter on the linear model and least squares estimation has been added.