点估计理论(第2版 英文影印版)

　　The greatest change has been the addition to the sparse treatment of Bayesian inference in the first edition. This includes the addition of new sections on Equivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Other major additions deal with new developments concerning the information in-equality and simultaneous and shrinkage estimation. The Notes at the end of each chapter now provide not only bibliographic and historical material but also introductions to recent development in point estimation and other related topics which, for space reasons, it was not possible to include in the main text. The problem sections also have been greatly expanded. On the other hand, to save space most of the discussion in the first edition on robust estimation (in particu-lax L, M, and R estimators) has been deleted. This topic is the subject of two excellent books by Hampel et al (1986) and Staudte and Sheather (1990). Other than subject matter changes, there have been some minor modifications in the presentation. For example, all of the references are now collected together at the end of the text, examples are listed in a Table of Examples, and equations are references by section and number within a chapter and by chapter, section and number between chapters...
　　

preface to the second edition .
preface to the first edition
list of tables
list of figures
list of examples
table of notation
i preparations
i the problem
2 measure theory and integration
3 probability theory
4 group families
5 exponential families
6 sufficient statistics
7 convex loss functions
8 convergence in probability and in law
9 problems
10 notes
unbiasedness
1 umvu estimators
2 continuous one- and two-sample problems

　　Since the publication in 1983 of Theory of Point Estimation, much new work has made it desirable to bring out a second edition. The inclusion of the new material has increased the length of the book from 500 to 600 pages; of the approximately 1000 references about 25% have appeared since 1983.
　　The greatest change has been the addition to the sparse treatment of Bayesian inference in the first edition. This includes the addition of new sections on Equivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Other major additions deal with new developments concerning the information in-equality and simultaneous and shrinkage estimation. The Notes at the end of each chapter now provide not only bibliographic and historical material but also introductions to recent development in point estimation and other related topics which, for space reasons, it was not possible to include in the main text. The problem sections also have been greatly expanded. On the other hand, to save space most of the discussion in the first edition on robust estimation (in particu-lax L, M, and R estimators) has been deleted. This topic is the subject of two excellent books by Hampel et al (1986) and Staudte and Sheather (1990). Other than subject matter changes, there have been some minor modifications in the presentation. For example, all of the references are now collected together at the end of the text, examples are listed in a Table of Examples, and equations are references by section and number within a chapter and by chapter, section and number between chapters..
　　The level of presentation remains the same as that of TPE. Students with a thorough course in theoretical statistics (from texts such as Bickel and Doksum 1977 or Casella and Berger 1990) would be well prepared. The second edition of TPE is a companion volume to "Testing Statistical Hypotheses, Second Edition (TSH2)." Between them, they provide an account of classical statistics from a unified point of view.
　　Many people contributed to TPE2 with advice, suggestions, proofreading and problem-solving. We are grateful to the efforts of John Kimmel for overseeing this project; to Matt Briggs, Lynn Eberly, Rich Levine and Sam Wu for proof-reading and problem solving, to Larry Brown, Anirban DasGupta, Persi Dia-conis, Tom DiCiccio, Roger Farrell, Leslaw Gajek, Jim Hobert, Chuck McCul-loch, Elias Moreno, Christian Robert, Andrew Rukhin, Bill Strawderman and Larry Wasserman for discussions and advice on countless topics, and to June Meyermann for transcribing most of TPE to LaTeX. Lastly, we thank Andy Scherrer for repairing the near-fatal hard disk crash and Marty Wells for the almost infinite number of times he provided us with needed references.
　　E.L. Lehmann
　　Berkeley, California
　　George Casella
　　Ithaca, New York
　　March 1998 ...