Mathematical Statistics Lecture Notes

Author: Zheng Ming
Publisher:
Publish Date: 2006-02-01
Features: This book is a foundational textbook for statistics majors in the field of science and engineering. It introduces the basic knowledge and theories of mathematical statistics. First, it provides a simple introduction to data description. Building on this, it introduces fundamental statistical concepts such as populations, samples, and statistics, and connects these concepts with the basics of probability theory, offering explanations and examples of statistics and sampling distributions. Then, it covers the foundational part of mathematical statistics—mathematical inference (i.e., parameter estimation and hypothesis testing). To help readers grasp the principles and methods of mathematical statistics, each chapter includes numerous exercises. Additionally, tables are provided at the end of the book. This book can serve as a textbook for mathematical statistics courses for statistics majors or related fields, as well as a reference for teaching in statistics-related courses. It is also suitable for graduate students, teachers, and researchers in the aforementioned fields. The book covers basic knowledge, point estimation of parameters, hypothesis testing, interval estimation, the asymptotic properties of maximum likelihood estimation, and tests for normal distribution parameters.