Mathematical Statistics

Probability Theory.- Fundamentals of Statistics.- Unbiased Estimation.- Estimation in Parametric Models.- Estimation in Nonparametric Models.- Hypothesis Tests.- Confidence Sets.

Jun Shao is Professor of Statistics at the University of Wisconsin, Madison.

From the reviews of the second edition:

"The second edition of Mathematical Statistics continues to hold its identity among many other available books on mathematical statistics...The revised and updated version remains of high quality, and I recommend it for use as a text or reference book in a graduate statistics program." Journal of the American Statistical Association, September 2004

"The first edition of this book was published in 1999 ... . The main changes include addition of new material in Chapter 1, addition and deletion of a number of exercises, addition of two new sub-sections ... . The book remains valuable to instructors and graduate students of traditional mathematical statistics courses, specially for its large collection of problems and for its rigourous presentation." (Arup Bose, Sankhya: The Indian Journal of Statistics, Vol. 65 (3), 2003)

"This book is intended for an advanced postgraduate course in Mathematical Statistics, offered in a mathematically rigorous fashion. ... in order to get to grips with rigorous mathematical statistics, this is an ideal book. Also, as a reference book, it is ideally suited. ... Two particularly attractive features of the book are the large number of exercises at the end of each chapter - well over a hundred in each chapter, and the fact that asymptotic theory is studied throughout the book ... ." (Tertius de Wet, SASJ - South African Statistical Journal, March, 2004)