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1、SpringerTextsinStatisticsAdvisors:GeorgeCasellaStephenFienbergIngramOlkinE.L.LehmannJosephP.RomanoTestingStatisticalHypothesesThirdEditionWith6IllustrationsE.L.LehmannJosephP.RomanoProfessorofStatisticsEmeritusDepartmentofStatisticsDepartmentofStatisticsStanfordUniversityUniversityofCalifornia,B
2、erkeleySequoiaHallBerkeley,CA94720Stanford,CA94305USAUSAromano@stanford.eduEditorialBoardGeorgeCasellaStephenFienbergIngramOlkinDepartmentofStatisticsDepartmentofStatisticsDepartmentofStatisticsUniversityofFloridaCarnegieMellonUniversityStanfordUniversityGainesville,FL32611-8545Pittsburgh,PA1521
3、3-3890Stanford,CA94305USAUSAUSALibraryofCongressCataloging-in-PublicationDataAcatalogrecordforthisbookisavailablefromtheLibraryofCongress.ISBN0-387-98864-5Printedonacid-freepaper.©2005,1986,1959SpringerScience+BusinessMedia,Inc.Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartw
4、ithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,Inc.,233SpringStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,com-putersoftware,orbysimilarordissimi
5、larmethodologynowknownorhereafterdevelopedisfor-bidden.Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.PrintedintheUnitedStatesofAmerica.(MVY)987654
6、321SPIN10728642Typesetting:Pagescreatedbytheauthor.springeronline.comDedicatedtotheMemoryofLucienLeCam(1924-2000)andJohnW.Tukey(1915-2000)PrefacetotheThirdEditionTheThirdEditionofTestingStatisticalHypothesesbringsitintoconsonancewiththeSecondEditionofitscompanionvolumeonpointestimation(Lehmannan
7、dCasella,1998)towhichweshallreferasTPE2.Wewon’therecommentonthelonghistoryofthebookwhichisrecountedinLehmann(1997)butshallusethisPrefacetoindicatetheprincipalchangesfromthe2ndEdition.Thepresentvolumeisdividedintotwoparts.Par