Copied Testing Statistical Hypotheses
Testing Statistical Hypotheses
The Third Edition of Testing Statistical Hypotheses brings it into consonance with the Second Edition of its companion volume on point estimation (Lehmann and Casella, 1998) to which we shall refer as TPE2. We wont here comment on the long history of the book which is recounted in Lehmann (1997) but shall use this Preface to indicate the principal changes from the 2nd Edition. The present volume is divided into two parts. Part I (Chapters 110) treats small-sample theory, while Part II (Chapters 1115) treats large-sample theory. The preface to the 2nd Edition stated that the most important omission is an adequate treatment of optimality paralleling that given for estimation in TPE. We shall here remedy this failure by treating the di?cult 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 ?tthan was possible in the 2nd 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.
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