Interpreting statistical data as evidence, Statistical Evidence: A Likelihood Paradigm focuses on the law of likelihood, fundamental to solving many of the problems associated with interpreting data in this way. Statistics has long neglected this principle, resulting in a seriously defective methodology. This book redresses the balance, explaining why science has clung to a defective methodology despite its well-known defects. After examining the strengths and weaknesses of the work of Neyman and Pearson and the Fisher paradigm, the author proposes an alternative paradigm which provides, in the law of likelihood, the explicit concept of evidence missing from the other paradigms. At the same time, this new paradigm retains the elements of objective measurement and control of the frequency of misleading results, features which made the old paradigms so important to science. The likelihood paradigm leads to statistical methods that have a compelling rationale and an elegant simplicity, no longer forcing the reader to choose between frequentist and Bayesian statistics.

Presents a unified approach to parametric estimation, confidence intervals, hypothesis testing, and statistical modeling, which are uniquely based on the likelihood function This book addresses mathematical statistics for upper-undergraduates and first year graduate students, tying chapters on estimation, confidence intervals, hypothesis testing, and statistical models together to present a unifying focus on the likelihood function. It also emphasizes the important ideas in statistical modeling, such as sufficiency, exponential family distributions, and large sample properties. Mathematical Statistics: An Introduction to Likelihood Based Inference makes advanced topics accessible and understandable and covers many topics in more depth than typical mathematical statistics textbooks. It includes numerous examples, case studies, a large number of exercises ranging from drill and skill to extremely difficult problems, and many of the important theorems of mathematical statistics along with their proofs. In addition to the connected chapters mentioned above, Mathematical Statistics covers likelihood-based estimation, with emphasis on multidimensional parameter spaces and range dependent support. It also includes a chapter on confidence intervals, which contains examples of exact confidence intervals along with the standard large sample confidence intervals based on the MLE's and bootstrap confidence intervals. There’s also a chapter on parametric statistical models featuring sections on non-iid observations, linear regression, logistic regression, Poisson regression, and linear models. Prepares students with the tools needed to be successful in their future work in statistics data science Includes practical case studies including real-life data collected from Yellowstone National Park, the Donner party, and the Titanic voyage Emphasizes the important ideas to statistical modeling, such as sufficiency, exponential family distributions, and large sample properties Includes sections on Bayesian estimation and credible intervals Features examples, problems, and solutions Mathematical Statistics: An Introduction to Likelihood Based Inference is an ideal textbook for upper-undergraduate and graduate courses in probability, mathematical statistics, and/or statistical inference.

This book provides a unified introduction to a variety of computational algorithms for likelihood and Bayesian inference. In this second edition, I have attempted to expand the treatment of many of the techniques dis cussed, as well as include important topics such as the Metropolis algorithm and methods for assessing the convergence of a Markov chain algorithm. Prerequisites for this book include an understanding of mathematical statistics at the level of Bickel and Doksum (1977), some understanding of the Bayesian approach as in Box and Tiao (1973), experience with condi tional inference at the level of Cox and Snell (1989) and exposure to statistical models as found in McCullagh and Neider (1989). I have chosen not to present the proofs of convergence or rates of convergence since these proofs may require substantial background in Markov chain theory which is beyond the scope ofthis book. However, references to these proofs are given. There has been an explosion of papers in the area of Markov chain Monte Carlo in the last five years. I have attempted to identify key references - though due to the volatility of the field some work may have been missed.

Mounting failures of replication in social and biological sciences give a new urgency to critically appraising proposed reforms. This book pulls back the cover on disagreements between experts charged with restoring integrity to science. It denies two pervasive views of the role of probability in inference: to assign degrees of belief, and to control error rates in a long run. If statistical consumers are unaware of assumptions behind rival evidence reforms, they can't scrutinize the consequences that affect them (in personalized medicine, psychology, etc.). The book sets sail with a simple tool: if little has been done to rule out flaws in inferring a claim, then it has not passed a severe test. Many methods advocated by data experts do not stand up to severe scrutiny and are in tension with successful strategies for blocking or accounting for cherry picking and selective reporting. Through a series of excursions and exhibits, the philosophy and history of inductive inference come alive. Philosophical tools are put to work to solve problems about science and pseudoscience, induction and falsification.

The Likelihood plays a key role in both introducing general notions of statistical theory, and in developing specific methods. This book introduces likelihood-based statistical theory and related methods from a classical viewpoint, and demonstrates how the main body of currently used statistical techniques can be generated from a few key concepts, in particular the likelihood. Focusing on those methods, which have both a solid theoretical background and practical relevance, the author gives formal justification of the methods used and provides numerical examples with real data.

It is an honor to be asked to write a foreword to this book, for I believe that it and other books to follow will eventually lead to a dramatic change in the current statistics curriculum in our universities. I spent the 1975-76 academic year at Florida State University in Tallahassee. My purpose was to complete a book on Statistical Reliability Theory with Frank Proschan. At the time, I was working on total time on test processes. At the same time, I started attending lectures by Dev Basu on statistical inference. It was Lehmann's hypothesis testing course and Lehmann's book was the text. However, I noticed something strange - Basu never opened the book. He was obviously not following it. Instead, he was giving a very elegant, measure theoretic treatment of the concepts of sufficiency, ancillarity, and invariance. He was interested in the concept of information - what it meant. - how it fitted in with contemporary statistics. As he looked at the fundamental ideas, the logic behind their use seemed to evaporate. I was shocked. I didn't like priors. I didn't like Bayesian statistics. But after the smoke had cleared, that was all that was left. Basu loves counterexamples. He is like an art critic in the field of statistical inference. He would find a counterexample to the Bayesian approach if he could. So far, he has failed in this respect.

This is the first book to develop a methodology of confidence distributions, with a lively mix of theory, illustrations, applications and exercises.