An Introduction to Mathematical Statistics

An Introduction to Mathematical Statistics, 1st Edition, is a textbook that establishes a mathematical foundation for core statistical methods. The volume examines how to draw conclusions from data by analyzing and modeling observations through probabilistic frameworks.

The text focuses primarily on three central topics: estimators, tests, and confidence regions. The authors explore these principles through numerous examples, alongside an examination of regression models that includes both linear regression and analysis of variance.

In addition to addressing the optimality of estimators and tests, the text explores methods for selecting the best-fitting model. Every chapter ends with an applied case study, designed for readers with basic preparation in probability theory, calculus, and linear algebra.