数理统计问题与解答

《数理统计:问题与解答》内容简介：this book consists of solutions to 400 exercises, over 95% of which arein my book Mathematical Statistics. Many of them are standard exercisesthat also appear in other textbooks listed in the references. It is onlya partial solution manual to Mathematical Statistics （which contains over900 exercises）. However, the types of exercise in Mathematical Statistics notselected in the current book are （1） exercises that are routine （each exerciseselected in this book has a certain degree of difficulty）, （2） exercises similarto one or several exercises selected in the current book, and （3） exercises foradvanced materials that are often not included in a mathematical statisticscourse for first-year Ph.D. students in statistics （e.g., Edgeworth expan-sions and second-order accuracy of confidence sets, empirical likelihoods,statistical functionals, generalized linear models, nonparametric tests, andtheory for the bootstrap and jackknife, etc.）. On the other hand, this isa stand-alone book, since exercises and solutions are comprehensibleindependently of their source for likely readers. To help readers notusing this book together with Mathematical Statistics, lists of notation,terminology, and some probability distributions are given in the front ofthe book.