统计推断原理(英文版)

分類: 图书,自然科学,数学,概率论与数理统计,
作者: (英)考克斯著
出 版 社: 人民邮电出版社
出版时间: 2009-8-1字数:版次: 1页数: 219印刷时间:开本: 16开印次:纸张:I S B N : 9787115210746包装: 平装编辑推荐
本书是在现代统计学之父Cox授课讲义内容的基础上成形的,系统地介绍了统计推断的理论,既涵盖了传统的频率统计学。又囊括了现代的贝叶斯统计学。除介绍了统计推断的重要概念如参数。似然、主元等之外。还阐述了显著性检验。渐进理论以及较复杂的统计推断问题,并特别介绍了实验设计中基于随机化的统计推断。对于核心概念的解释非常清晰,读者即使跳过其中的数学细节,也能理解有关概念。
内容简介
本书是统计学名家名作,包含9章内容和两个附录,前面几章介绍一些基本概念,如参数、似然、主元等,然后介绍显著性检验、渐进理论以及比较复杂的统计推断问题。还特别介绍了实验设计中基于随机化的统计推断。核心概念的解释非常清晰,即使跳过其中的数学细节,也能使读者理解。
本书可作为工科、管理类学科专业本科生、研究生的教材或参考书,也可供教师、工程技术人员自学之用。
目录
1Preliminaries
Summary
1.1 Starting point
1.2 Role of formal theory of inference
1.3 Some simple models
1.4 Formulation of objectives
1.5 Two broad approaches to statistical inference
1.6 Some further discussion
1.7 Parameters
Notes 1
2Some concepts and simple applications
Summary
2.1 Likelihood
2.2 Sufficiency
2.3 Exponential family
2.4 Choice of priors for exponential family problems
2.5 Simple frequentist discussion
2.6 Pivots
Notes 2
3Significance tests
Summary
3.1 General remarks
3.2 Simple significance test
3.3 One- and two-sided tests
3.4 Relation with acceptance and rejection
3.5 Formulation of alternatives and test statistics
3.6 Relation with interval estimation
3.7 Interpretation of significance tests
3.8 Bayesian testing
Notes 3
4More complicated situations
Summary
4.1 General remarks
4.2 General Bayesian formulation
4.3 Frequentist analysis
4.4 Some more general frequentist developments
4.5 Some further Bayesian examples
Notes 4
5Interpretations of uncertainty
Summary
5.1 General remarks
5.2 Broad roles of probability
5.3 Frequentist interpretation of upper limits
5.4 Neyman-Pearson operational criteria
5.5 Some general aspects of the frequentist approach
5.6 Yet more on the frequentist approach
5.7 Personalistic probability
5.8 Impersonal degree of belief
5.9 Reference priors
5.10 Temporal coherency
5.11 Degree of belief and frequency
5.12 Statistical implementation of Bayesian analysis
5.13 Model uncertainty
5.14 Consistency of data and prior
5.15 Relevance of frequentist assessment
5.16 Sequential stopping
5.17 A simple classification problem
Notes 5
6Asymptotic theory
Summary
6.1 General remarks
6.2 Scalar parameter
……
7Further aspects of maximum likelihood
8Additional objectives
9Randomization-based analysis
媒体评论
“这是伟大统计学家的伟大著作。千万不能错过! ——Ronaid Christensen。Journal of the American StatisticaI Association “本书是现代统计学之父的力作,深入阐述了统计推断的内容,行文流畅、语言优美。对所有从事统计工作的人来说,本书不可不读。” ——Davtd Hand(伦敦大学帝国学院) “非常优秀的一本教材,在频率学派和贝叶斯学派之间找到了绝好的平衡,给出不偏不倚的观点。” ——《应用统计》杂志