Theory of Point Estimation (Springer Texts in Statistics)

Rating:
Summary: classic text on estimation
Review: Erich Lehmann wrote this classic text on point estimation as the companion to his earlier masterpiece on hypothesis testing. The book lived up to the standard set by the other text. This edition, now published by Springer-Verlag was revised with the help of George Casella who is also an excellent writer. Another great reference book that statisticians should have on their bookshelf.

Rating:
Summary: A former student GPA 3.90
Review: First note that this is a text book.
This book is good and bad.

Good because , this is one of the very advanced books in statistics which cover major areas of the theory of point estimation.

But far more Bad, because this books fail the vital mission to make the reader understand the materials. Examples are nearly worthless, because they will point you heavy papers.

Button line: if your teacher made you to read this them there is no choice, but if you try to learn theory of piont estimation, KEEP AWAY FROM THIS BOOK.


Rating:
Summary: Excellent overview of statistical inference
Review: I found this book (and the companion volume Testing Statistical Hypotheses) remarkable for its breadth of coverage and yet consistency of treatment.

It could be used as a reference book, but probably only after reading it fully. I found the treatment and terminology to be different from what I was used to on many topics and it needs to be read cover-to-cover as each topic builds on the last.

The problem is, this takes so long!
The text is long and densely packed with useful observations, examples and notes and the breadth of coverage means it is very difficult to skim through without missing a lot.

Worth the effort though!

Rating:
Summary: It's a nice try!
Review: The proofs are sketchy and the text contains many mistakes and typos. It only focuses on point estimation, neglecting interval estimation and hypothesis testing. The other texts by Casella are better.

Rating:
Summary: A High-Level Textbook
Review: This is an important doctoral-level textbook in the statistics of point estimation, which leaves the topic of hypothesis testing for a companion book. Using the text is frustrating because of sketchy proofs and examples and the reader is often pointed to other texts for details.