Theory of Point Estimation

This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated. An entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. The book is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".§E.L. Lehmann is Professor Emeritus at the University of California, Berkeley. He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands, and the University of Chicago.§George Casella is the Liberty Hyde Bailey Professor of Biological Statistics in The College of Agriculture and Life Sciences at Cornell University. Casella has served as associate editor of The American Statistician, Statistical Science and JASA. He is currently the Theory and Methods Editor of JASA. Casella has authored two other textbooks (Statistical Inference, 1990, with Roger Berger and Variance Components, 1992, with Shayle A. Searle and Charles McCulloch). He is a fellow of the IMS and ASA, and an elected fellow of the ISI.§Also available:§E.L. Lehmann, Testing Statistical Hypotheses Second Edition, Springer-Verlag New York, Inc., ISBN 0-387-949194. This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".