书籍介绍

作为统计推断领域的经典教材，本书最难得之处，在于它把抽象的推断理论讲得既严谨又

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"If E|g(X)|=∞, we say that Eg(X) does not exist. (Ross 1988 refers to this as the "law of the unconscious statistician." We do not find this amusing.)"
"The point here is that normality comes from sums of "small" (finite variance), independent disturbances."
"Definition 1.2.4 Given a sample sapce S and an association sigma algebra B, a probability function is a function P with domain B that satisifies 1. P(A) >= 0 for all A in B. 2. P(S) = 1. 3. If A1, A2, ... in B are parwise disjoint, then P(Union(Ai)) = sum(P(Ai)) The three properties given in Definit"
"The probability definition deals with one probability structure, but the statistis definition deals with an entire family."
"The property of consistency is concerned with the asymptotic accuracy of an estimator: Does it converge to the parameter that it is estimating? In this section we look at a related property, efficiency, which is concerned with the asymptotic variance of an estimator."
""I've wasted time enough," said Lestrade rising. "I believe in hard work and not in sitting by the fire spinning fine theories.""
"ANOVA belies its name in that it is not concerned with analyzing variances but rather with analyzing variation in means."
"The ANOVA null is the intersection of more easily understood univariate hypotheses. Most interesting inferences in an ANOVA can be expressed as contrasts or sets of contrasts."