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1、ThispageintentionallyleftblankEssentialsofStatisticalInferenceEssentialsofStatisticalInferenceisamodernandaccessibletreatmentoftheproceduresusedtodrawformalinferencesfromdata.Aimedatadvancedundergraduateandgraduatestudentsinmathematicsandrelateddisciplines,aswellasthoseinoth
2、erfieldsseekingaconcisetreatmentofthekeyideasofstatisticalinference,itpresentstheconceptsandresultsunderlyingtheBayesian,frequentistandFisherianapproaches,withparticularemphasisonthecontrastsbetweenthem.Contemporarycomputationalideasareexplained,aswellasbasicmathematicaltheor
3、y.Writteninalucidandinformalstyle,thisconcisetextprovidesbothbasicmaterialonthemainapproachestoinference,aswellasmoreadvancedmaterialonmoderndevelopmentsinstatisticaltheory,including:contemporarymaterialonBayesiancomputation,suchasMCMC,higher-orderlikelihoodtheory,predictive
4、inference,bootstrapmethodsandcon-ditionalinference.Itcontainsnumerousextendedexamplesoftheapplicationofformalinferencetechniquestorealdata,aswellashistoricalcommentaryonthedevelopmentofthesubject.Throughout,thetextconcentratesonconcepts,ratherthanmathematicaldetail,whilemain
5、tainingappropriatelevelsofformality.Eachchapterendswithasetofaccessibleproblems.BasedtoalargeextentonlecturesgivenattheUniversityofCambridgeoveranumberofyears,thematerialhasbeenpolishedbystudentfeedback.Somepriorknowledgeofprob-abilityisassumed,whilesomepreviousknowledgeofth
6、eobjectivesandmainapproachestostatisticalinferencewouldbehelpfulbutisnotessential.G.A.YoungisProfessorofStatisticsatImperialCollegeLondon.R.L.SmithisMarkL.ReedDistinguishedProfessorofStatisticsatUniversityofNorthCarolina,ChapelHill.CAMBRIDGESERIESINSTATISTICALANDPROBABILISTI
7、CMATHEMATICSEditorialBoardR.Gill(DepartmentofMathematics,UtrechtUniversity)B.D.Ripley(DepartmentofStatistics,UniversityofOxford)S.Ross(DepartmentofIndustrialEngineering,UniversityofCalifornia,Berkeley)B.W.Silverman(St.Peter’sCollege,Oxford)M.Stein(DepartmentofStatistics,Univ
8、ersityofChicago)Thisseriesofhigh-qualityupper-divisiontextbooksandexpositor