@peter.ralph

Testing statistical hypotheses

, and . Springer Texts in Statistics Springer, New York, Third edition, (2005)

Abstract

``We won't comment here on the long history of the book, which is recounted in E. L. Lehmann, Statist. Sci. 12 (1997), no. 1, 48--52; MR1466430, but shall use this Preface to indicate the principal changes from the second edition E. L. Lehmann, Testing statistical hypotheses, Second edition, Wiley, New York, 1986; MR0852406 (87j:62001). ``The present volume is divided into two parts. Part I (Chapters 1--10) treats small-sample theory, while Part II (Chapters 11--15) treats large-sample theory. The preface to the second edition stated that `the most important omission is an adequate treatment of optimality paralleling that given for estimation in the companion volume E. L. Lehmann and G. Casella, Theory of point estimation, Second edition, Springer, New York, 1998; MR1639875 (99g:62025)'. We here remedy this failure by treating the difficult topic of asymptotic optimality (in Chapter 13) together with the large-sample tools needed for this purpose (in Chapters 11 and 12). Having developed these tools, we use them in Chapter 14 to give a much fuller treatment of tests of goodness of fit than was possible in the second edition, and in Chapter 15 to provide an introduction to the bootstrap and related techniques. Various large-sample considerations that in the second edition were discussed in earlier chapters now have been moved to Chapter 11. ``Another major addition is a more comprehensive treatment of multiple testing including some recent optimality results. This topic is now presented in Chapter 9. In order to make room for these extensive additions, we had to eliminate some material found in the second edition, primarily the coverage of the multivariate linear hypothesis. ``Except for some of the basic results from Part I, a detailed knowledge of small-sample theory is not required for Part II. In particular, the necessary background should include: Chapter 3, Sections 3.1--3.5, 3.8--3.9; Chapter 4: Sections 4.1--4.4; Chapter 5, Sections 5.1--5.3; Chapter 6, Sections 6.1--6.2; Chapter 7, Sections 7.1--7.2; Chapter 8, Sections 8.1--8.2, 8.4--8.5.''

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