Since the publication of my book Mathematical Statistics (Shao, 2003), I have been asked many times for a solution manual to the exercises in my book. Without doubt, exercises form an important part of a textbook on mathematical statistics, not only in training students for their research ability in mathematical statistics but also in presenting many additional results as complementary material to the main text. Written solutions to these exercises are important for students who initially do not have the skills in solving these exercises completely and are very helpful for instructors of a mathematical statistics course (whether or not my book Mathematical Statistics is used as the textbook) in providing answers to students as well as ?nding additional examples to the main text. Mo- vatedbythisandencouragedbysomeofmycolleaguesand Springer-Verlag editor John Kimmel, I have completed this book, Mathematical Statistics: Exercises and Solutions. This book consists of solutions to 400 exercises, over 95% of which are in my book Mathematical Statistics. Many of them are standard exercises that also appear in other textbooks listed in the references. It is only a partial solution manual to Mathematical Statistics (which contains over 900exercises).
Table of Content
Probability Theory.- Fundamentals of Statistics.- Unbiased Estimation.- Estimation in Parametric Models.- Estimation in Nonparametric Models.- Hypothesis Tests.- Confidence Sets.
About the author
Jun Shao is Professor of Statistics at the University of Wisconsin, Madison.
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