Parameter estimation and hypothesis testing in linear models. Transl. from the 2nd German edition (Q4040023)

This book is a translation with slight modifications and additions of the second German edition, see the preceding entry, Zbl 0657.62074. The book intends to give a self-contained presentation of the multidimensional methods of estimating parameters, testing hypotheses and estimating intervals. The knowledge which is needed from linear algebra and probability theory is presented in the first two chapters of the book. Chapter 3 deals with univariate and multivariate models to estimate parameters which are defined as fixed quantities. Fixed parameters, together with random parameters, are estimated in the mixed model. The analysis of variance and the estimation of variance and covariance components are also presented in Chapter 3; Chapter 4 is devoted to the testing of hypotheses, to interval estimation and testing for outliers, while Chapter 5 finally gives a short review of discriminant analysis. The book will be especially useful to those who are applying statistical methods to practical problems.