Graduate Course on Statistical Inference

Bing Li is Verne M. Wallaman Professor of Statistics at Pennsylvania State University. He is the author of Sufficient Dimension Reduction: Methods and Applications with R (2018). Dr. Li has served as an associate editor for The Annals of Statistics and is currently serving as an associate editor for Journal of the American Association.G. Jogesh Babu is a distinguished professor of statistics, astronomy, and astrophysics, as well as director of the Center for Astrostatistics, at Pennsylvania State University. He was the 2018 winner of the Jerome Sacks Award for Cross-Disciplinary Research. He and his colleague Dr. E.D. Feigelson coined the term "astrostatistics," when they co-authored a book by the same name in 1996. Dr. Babu's numerous publications also include Statistical Challenges in Modern Astronomy V (with Feigelson, Springer 2012) and Modern Statistical Methods for Astronomy with R Applications (2012).

• 1. Probability and Random Variables.- 2. Classical Theory of Estimation.- 3. Testing Hypotheses in the Presence of Nuisance Parameters.- 4. Testing Hypotheses in the Presence of Nuisance Parameters.- 5. Basic Ideas of Bayesian Methods.- 6. Bayesian Inference.- 7. Asymptotic Tools and Projections.- 8. Asymptotic Theory for Maximum Likelihood Estimation.- 9. Estimating Equations.- 10. Convolution Theorem and Asymptotic Efficiency.- 11. Asymptotic Hypothesis Test.- References.- Index.

“This is a very nice and readable graduate level textbook of theoretical statistics. … The book is intended to be used as either a one- or a two-semester textbook of statistical inference for graduate level students, but it can also be of use to a wider group of readers interested in theoretical statistics.” (Zuzana Prášková, Mathematical Reviews, August, 2020)