Theory of Point Estimation

by Erich L. Lehmann, George Casella

This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".

Genres: Mathematics, Textbooks

Hardcover

First published January 1, 1991

Reviews

[Alireza Daneshvar]

It's hard to catch all the topics in this book. Each chapter is written at a very high level of Statistics and probability and only experts can understand the topics.

[Matthew Zhang]

Covers some interesting content but contains a lot of typos...