Statistics 610a, Fall 2001
Texts and references

In the past I have worked from a number of books, none of which I have found completely satisfactory. For the current course, I intend to borrow from several sources.

Bickel, P. J. & Doksum, K. A. (1977), Mathematical Statistics: Basic Ideas and Selected Topics, Holden-Day, San Francisco.

Brown, L. D. (1986), Fundamentals of Statistical Exponential Families, Institute of Mathematical Statistics, Hayward, California.

Casella, G. and Berger, R.L. (2001), Statistical Inference (Second Edition), Duxbury.

Ferguson, T. S. (1967), Mathematical Statistics: A Decision Theoretic Approach, Academic Press, Boston.

Gill & Levit (1995), Applications of the van Trees inequality: a Bayesian Cramér-Rao bound, Bernouilli 1, pp 59-79  

Hartigan, J. A. (1983), Bayes Theory, Springer, New York.

Ibragimov, I. A. & Has'minskii, R. Z. (1981), Statistical Estimation: Asymptotic Theory, Springer, New York.

Kiefer, J. C. (1987), Introduction to Statistical Inference, Springer-Verlag, New York.

Lehmann, E. L. (1959), Testing Statistical Hypotheses, Wiley, New York. (Later edition published by Chapman and Hall.)

Lehmann, E. L. (1983), Theory of Point Estimation, Wiley, New York. (Later edition published by Chapman and Hall.)

Silvey, S. D. (1975), Statistical Inference, Vol. 7 of Monographs on Statistics and Applied Probability, Chapman and Hall, London. (Originally published by Penguin Books. Republished at some time in the 1990's by Chapman and Hall. ISBN 0-412-13820-4.)

2 Sept2001