Kendall's Advanced Theory of Statistics, Volume 2A Classical Inference & the Linear Model

About this book

The development of statistical theory in the past fifty years is faithfully reflected in the history of the late Sir Maurice Kendall's volumes The Advanced Theory of Statistics. The Advanced Theory began life as a two volume work (Volume 1, 1943; Volume 2, 1946) and grew steadily, as a single authored work until the late fifties. At that point Alan Stuart became involved and the Advanced Theory was rewritten in three volumes. When Keith Ord joined in the early eighties, Volume 3 became the largest and plans were developed to expand it into a series of monographs called the Kendall's Library of Statistics which would devote a book to each of the modern developments in statistics. This series is well on the way with 5 titles in print and a further 7 on the way. A new volume on Bayesian Inference was also commissioned from Tony O'Hagan and published in 1994 as Volume 2B of the Advanced Theory. This Volume 2A is therefore the completely updated Volume 2 – Classical Inference and Relationship . A new author, Steven Arnold, was invited to join Keith Ord and they have between them produced a work of the highest quality. References have been updated and material revised throughout. A new chapter on the linear model and least squares estimation has been added.

Contents

Preface to the Sixth Edition
List of Examples
Glossary of Abbreviations

17. Estimation and Sufficiency
18. Estimation: Maximum Likelihood and Other Methods
19. Interval Estimation
20. Tests of Hypotheses: Simple Null Hypotheses
21. Tests of Hypotheses: Composite Hypotheses
22. Likelihood Ratio Tests and Test Efficiency
23. Invariance and Equivariance
24. Sequential Methods
25. Tests of Fit
26. Comparative Statistical Inference
27. Statistical Relationship: Linear Regression and Correlation
28. Partial and Multiple Correlation
29. The General Linear Model
30. Fixed Effects Analysis of Variance
31. Other Analysis of Variance Models
32. Analysis and Diagnostics for the Linear Model

Appendix
Tables
References
Index of Examples in Text
Author Index
Subject Index

Customer Reviews

Biography

Alan Stuart is former Professor of Statistics at the London School of Economics. J. Keith Ord is Professor of Management Science and Statistics at Pennsylvania State University. Steven Arnold is Associate Professor of Statistics at Pennsylvania State University.