Gamerman D., Louzada-Neto F., Migon H. Statistical inference: an integrated approach

Chapman & Hall/CRC, 2014. — 363 p.This book originated from the lecture notes of a course in Statistical Inference taught at the M.Sc. programs in Statistics at UFRJ and IMPA (once). These have been used since 1987. During this period, various modi cations have been introduced until we arrived at this version, judged as minimally presentable.
The motivation to prepare this book came from two di erent sources.
The first and more obvious one for us was the lack of texts in Portuguese, dealing with statistical inference to the desired depth. This motivation led us to prepare the rst draft of this book in the Portuguese language in 1993.
The second, and perhaps the most attractive as a personal challenge, was the perspective adopted in this text. Although there are various good books in the literature dealing with this subject, in none of them could we nd an integrated presentation of the two main schools of statistical thought: the frequentist (or classical) and the Bayesian. This second motivation led to the preparation of this English version. This version has substantial changes with respect to the Portuguese version of 1993. The most notable one is the inclusion of a whole new chapter dealing with approximation and computationally intensive methods.