Linear Statistical Inference and Its Applications

The purpose of this book is to present up-to-date theory and techniques of statistical inference in a logically integrated and practical form. Essentially, it incorporates the important developments in the subject that have taken place in the last three decades. It is written for readers with background knowledge of mathematics and statistics at the undergraduate level. Algebra of vectors and matrices. Probability theory, tools and techniques. Continuous probability models. The theory of least squares and analysis of variance. Criteria and methods of estimation. Large sample theory and methods. Theory of statistical inference. Multivariate analysis.