Includes bibliographical references (p. [702]-756) and indexes.

The General Decision Problem.- The Probability Background.- Uniformly Most Powerful Tests.- Unbiasedness: Theory and First Applications.- Unbiasedness: Applications to Normal Distributions.- Invariance.- Linear Hypotheses.- The Minimax Principle.- Multiple Testing and Simultaneous Inference.- Conditional Inference.- Basic Large Sample Theory.- Quadratic Mean Differentiable Families.- Large Sample Optimality.- Testing Goodness of Fit.- General Large Sample Methods.

The third edition of Testing Statistical Hypotheses updates and expands upon the classic graduate text, emphasizing optimality theory for hypothesis testing and confidence sets. The principal additions include a rigorous treatment of large sample optimality, together with the requisite tools. In addition, an introduction to the theory of resampling methods such as the bootstrap is developed. The sections on multiple testing and goodness of fit testing are expanded. The text is suitable for Ph.D. students in statistics and includes over 300 new problems out of a total of more than 760.From the reviews: 'This new edition of the classic and fundamental text on the theory of testing hypotheses is an essential addition to the bookshelf of mathematical statisticians' - Short Book Reviews of the International Statistical Institute, December 2005. 'What I like much about this book is its illustrative language and the numerous examples that make it easier to understand the complex matter presented. The comprehensible notation and the excellent structure further add to the readability of this book' - Biometrics, March 2006. 'The third edition of TSH retains much of the same focus as the second edition...The quality of the new material alone justifies the publication of a third edition to a book already well suited. As readers of the earlier editions have come to expect, TSH contains an enormous number of examples, problems, and ideas. The writing and presentation are excellent' - Journal of the American Statistical Association, June 2006.