George Casella – författare

This classic textbook builds theoretical statistics from the first principles of probability theory. Starting from the basics of probability, the authors develop the theory of statistical inference using techniques, definitions, and concepts that are statistical and natural extensions, and consequences, of previous concepts. It covers all topics from a standard inference course including: distributions, random variables, data reduction, point estimation, hypothesis testing, and interval estimation.FeaturesThe classic graduate-level textbook on statistical inferenceDevelops elements of statistical theory from first principles of probabilityWritten in a lucid style accessible to anyone with some background in calculusCovers all key topics of a standard course in inferenceHundreds of examples throughout to aid understandingEach chapter includes an extensive set of graduated exercisesStatistical Inference, Second Edition is primarily aimed at graduate students of statistics, but can be used by advanced undergraduate students majoring in statistics who have a solid mathematics background. It also stresses the more practical uses of statistical theory, being more concerned with understanding basic statistical concepts and deriving reasonable statistical procedures, while less focused on formal optimality considerations.This is a reprint of the second edition originally published by Cengage Learning, Inc. in 2001.

On April 26-28, 2001, the Board on Mathematical Sciences and Their Applications (BMSA) and the Board on Life Sciences of the National Research Council cosponsored a workshop on the dynamical modeling of complex biomedical systems. The workshop's goal was to identify some open research questions in the mathematical sciences whose solution would contribute to important unsolved problems in three general areas of the biomedical sciences: disease states, cellular processes, and neuroscience. The workshop drew a diverse group of over 80 researchers, who engaged in lively discussions. To convey the workshop's excitement more broadly, and to help more mathematical scientists become familiar with these very fertile interface areas, the BMSA appointed one of its members, George Casella, of the University of Florida, as rapporteur. He developed this summary with the help of two colleagues from his university, Rongling Wu and Sam S. Wu, assisted by Scott Weidman, BMSA director. This summary represents the viewpoint of its authors only and should not be taken as a consensus report of the BMSA or of the National Research Council.

This book intends to provide geneticists with the tools needed to understand and model the genetic variation for quantitative traits based on genomic data collected in mapping research and equip statisticians with the uniquenesses and ideas in relation to the exploration of genetic secrets using their computational skills. The emphasis of this book will be on non-human genetics.

Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been totally revised, with many concepts being unified through a fundamental theorem of simulation There are five completely new chapters that cover Monte Carlo control, reversible jump, slice sampling, sequential Monte Carlo, and perfect sampling. There is a more in-depth coverage of Gibbs sampling, which is now contained in three consecutive chapters. The development of Gibbs sampling starts with slice sampling and its connection with the fundamental theorem of simulation, and builds up to two-stage Gibbs sampling and its theoretical properties. A third chapter covers the multi-stage Gibbs sampler and its variety of applications. Lastly, chapters from the previous edition have been revised towards easier access, with the examples getting more detailed coverage. This textbook is intended for a second year graduate course, but will also be useful to someone who either wants to apply simulation techniques for the resolution of practical problems or wishes to grasp the fundamental principles behind those methods. The authors do not assume familiarity with Monte Carlo techniques (such as random variable generation), with computer programming, or with any Markov chain theory (the necessary concepts are developed in Chapter 6). A solutions manual, which covers approximately 40% of the problems, is available for instructors who require the book for a course. Christian P. Robert is Professor of Statistics in the Applied Mathematics Department at Université Paris Dauphine, France. He is also Head of the Statistics Laboratoryat the Center for Research in Economics and Statistics (CREST) of the National Institute for Statistics and Economic Studies (INSEE) in Paris, and Adjunct Professor at Ecole Polytechnique. He has written three other books and won the 2004 DeGroot Prize for The Bayesian Choice, Second Edition, Springer 2001. He also edited Discretization and MCMC Convergence Assessment, Springer 1998. He has served as associate editor for the Annals of Statistics, Statistical Science and the Journal of the American Statistical Association. He is a fellow of the Institute of Mathematical Statistics, and a winner of the Young Statistician Award of the Société de Statistique de Paris in 1995. George Casella is Distinguished Professor and Chair, Department of Statistics, University of Florida. He has served as the Theory and Methods Editor of the Journal of the American Statistical Association and Executive Editor of Statistical Science. He has authored three other textbooks: Statistical Inference, Second Edition, 2001, with Roger L. Berger; Theory of Point Estimation, 1998, with Erich Lehmann; and Variance Components, 1992, with Shayle R. Searle and Charles E. McCulloch. He is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and an elected fellow of the International Statistical Institute.

Statistical design is one of the fundamentals of our subject, being at the core of the growth of statistics during the previous century. Design played a key role in agricultural statistics and set down principles of good practic, principles that still apply today. Statistical design is all about understanding where the variance comes from, and making sure that is where the replication is. Indeed, it is probably correct to say that these principles are even more important today.

This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated. An entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. The book is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses". E.L. Lehmann is Professor Emeritus at the University of California, Berkeley. He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands, and the University of Chicago. George Casella is the Liberty Hyde Bailey Professor of Biological Statistics in The College of Agriculture and Life Sciences at Cornell University. Casella has served as associate editor of The American Statistician, Statistical Science and JASA. He is currently the Theory and Methods Editor of JASA.Casella has authored two other textbooks (Statistical Inference, 1990, with Roger Berger and Variance Components, 1992, with Shayle A. Searle and Charles McCulloch). He is a fellow of the IMS and ASA, and an elected fellow of the ISI. Also available: E.L. Lehmann, Testing Statistical Hypotheses Second Edition, Springer- Verlag New York, Inc., 0-387-94919-4.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.". . .Variance Components is an excellent book. It is organized and well written, and provides many references to a variety of topics. I recommend it to anyone with interest in linear models."—Journal of the American Statistical Association"This book provides a broad coverage of methods for estimating variance components which appeal to students and research workers . . . The authors make an outstanding contribution to teaching and research in the field of variance component estimation."—Mathematical Reviews"The authors have done an excellent job in collecting materials on a broad range of topics. Readers will indeed gain from using this book . . . I must say that the authors have done a commendable job in their scholarly presentation."—TechnometricsThis book focuses on summarizing the variability of statistical data known as the analysis of variance table. Penned in a readable style, it provides an up-to-date treatment of research in the area. The book begins with the history of analysis of variance and continues with discussions of balanced data, analysis of variance for unbalanced data, predictions of random variables, hierarchical models and Bayesian estimation, binary and discrete data, and the dispersion mean model.

This book builds theoretical statistics from the first principles of probability theory. Starting from the basics of probability, the authors develop the theory of statistical inference using techniques, definitions, and concepts that are statistical and are natural extensions and consequences of previous concepts. Intended for first-year graduate students, this book can be used for students majoring in statistics who have a solid mathematics background. It can also be used in a way that stresses the more practical uses of statistical theory, being more concerned with understanding basic statistical concepts and deriving reasonable statistical procedures for a variety of situations, and less concerned with formal optimality investigations.

Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.

Most traits in nature and of importance to agriculture are quantitatively inherited. These traits are di?cult to study due to the complex nature of their inheritance. However, recent developments of genomic technologies provide a revolutionary means for unraveling the secrets of genetic variation in quantitative traits. Genomic te- nologies allow the molecular characterization of polymorphic markers throughout the entire genome that are then used to identify and map the genes or quantitative trait loci (QTLs) underlying a quantitative trait based on linkage analysis. Statistical analysis is a crucial tool for analyzing genome data, which are now becoming increasingly available for a variety of species, and for giving precise exp- nations regarding genetic variation in quantitative traits occurring among species, populations, families, and individuals. In 1989, Lander and Botstein published a ha- mark methodological paper for interval mapping that enables geneticists to detect and estimate individual QTL that control the phenotype of a trait. Today, interval mappingisanimportantstatisticaltoolforstudyingthegeneticsofquantitativetraits at the molecular level, and has led to the discovery of thousands of QTLs responsible for a variety of traits in plants, animals, and humans. In a recent study published in Science, Li, Zhou, and Sang (2006, 311, 1936–1939) were able to characterize the molecular basis of the reduction of grain shattering – a fundamental selection process for rice domestication – at the detected QTL by interval mapping.

Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians.

Statistical design is one of the fundamentals of our subject, being at the core of the growth of statistics during the previous century. Design played a key role in agricultural statistics and set down principles of good practic, principles that still apply today. Statistical design is all about understanding where the variance comes from, and making sure that is where the replication is. Indeed, it is probably correct to say that these principles are even more important today.