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1、ThispageintentionallyleftblankEssentialsofStatisticalInferenceEssentialsofStatisticalInferenceisamodernandaccessibletreatmentoftheproceduresusedtodrawformalinferencesfromdata.Aimedatadvancedundergraduateandgraduatestudentsinmathematicsandrelateddisciplines,aswellasthoseinotherfieldsseekinga
2、concisetreatmentofthekeyideasofstatisticalinference,itpresentstheconceptsandresultsunderlyingtheBayesian,frequentistandFisherianapproaches,withparticularemphasisonthecontrastsbetweenthem.Contemporarycomputationalideasareexplained,aswellasbasicmathematicaltheory.Writteninalucidandinformalst
3、yle,thisconcisetextprovidesbothbasicmaterialonthemainapproachestoinference,aswellasmoreadvancedmaterialonmoderndevelopmentsinstatisticaltheory,including:contemporarymaterialonBayesiancomputation,suchasMCMC,higher-orderlikelihoodtheory,predictiveinference,bootstrapmethodsandcon-ditionalinfe
4、rence.Itcontainsnumerousextendedexamplesoftheapplicationofformalinferencetechniquestorealdata,aswellashistoricalcommentaryonthedevelopmentofthesubject.Throughout,thetextconcentratesonconcepts,ratherthanmathematicaldetail,whilemaintainingappropriatelevelsofformality.Eachchapterendswithaseto
5、faccessibleproblems.BasedtoalargeextentonlecturesgivenattheUniversityofCambridgeoveranumberofyears,thematerialhasbeenpolishedbystudentfeedback.Somepriorknowledgeofprob-abilityisassumed,whilesomepreviousknowledgeoftheobjectivesandmainapproachestostatisticalinferencewouldbehelpfulbutisnotess
6、ential.G.A.YoungisProfessorofStatisticsatImperialCollegeLondon.R.L.SmithisMarkL.ReedDistinguishedProfessorofStatisticsatUniversityofNorthCarolina,ChapelHill.CAMBRIDGESERIESINSTATISTICALANDPROBABILISTICMATHEMATICSEditorialBoardR.Gill(DepartmentofMathematics,UtrechtUniversity)B.D.Ripley(Depa
7、rtmentofStatistics,UniversityofOxford)S.Ross(DepartmentofIndustrialEngineering,UniversityofCalifornia,Berkeley)B.W.Silverman(St.Peter’sCollege,Oxford)M.Stein(DepartmentofStatistics,UniversityofChicago)Thisseriesofhigh-qualityupper-divisiontextbooksandexpositor