Mathematical Statistics: Exercises and Solutions

  • Jun Shao

Table of contents

  1. Front Matter
    Pages i-xxviii
  2. Pages 1-50
  3. Pages 95-140
  4. Pages 251-308
  5. Pages 309-350
  6. Back Matter
    Pages 351-359

About this book


This book consists of four hundred exercises in mathematical statistics and their solutions, over 95% of which are in the author's Mathematical Statistics, Second Edition (Springer, 2003). For students preparing for work on a Ph.D. degree in statistics and instructors of mathematical statistics courses, this useful book provides solutions to train students for their research ability in mathematical statistics and presents many additional results and examples that complement any text in mathematical statistics. To develop problem-solving skills, two solutions and/or notes of brief discussions accompany a few exercises.

The exercises are grouped into seven chapters with titles matching those in the author's Mathematical Statistics. On the other hand, the book is stand-alone because exercises and solutions are comprehensible independently of their source, and notation and terminology are explained in the front of the book.

Readers are assumed to have a good knowledge in advanced calculus. A course in real analysis or measure theory is highly recommended. If this book is used with a statistics textbook that does not include probability theory, then knowledge in measure-theoretic probability theory is required.

Jun Shao is Professor of Statistics at the University of Wisconsin, Madison.


mathematical statistics measure theory probability probability distribution probability theory statistical theory statistics

Authors and affiliations

  • Jun Shao
    • 1
  1. 1.Department of StatisticsUniversity of WisconsinMadisonUSA

Bibliographic information

  • DOI
  • Copyright Information Springer Science+Business Media, Inc. 2005
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-0-387-24970-4
  • Online ISBN 978-0-387-28276-3
  • About this book