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1、SpringerTextsinStatisticsAdvisors:GeorgeCasellaStephenFienbergIngramOlkinE.L.LehmannJosephP.RomanoTestingStatisticalHypothesesThirdEditionWith6IllustrationsE.L.LehmannJosephP.RomanoProfessorofStatisticsEmeritusDepartmentofStatisticsDepartmentofStatistic
2、sStanfordUniversityUniversityofCalifornia,BerkeleySequoiaHallBerkeley,CA94720Stanford,CA94305USAUSAromano@stanford.eduEditorialBoardGeorgeCasellaStephenFienbergIngramOlkinDepartmentofStatisticsDepartmentofStatisticsDepartmentofStatisticsUniversityofFlor
3、idaCarnegieMellonUniversityStanfordUniversityGainesville,FL32611-8545Pittsburgh,PA15213-3890Stanford,CA94305USAUSAUSALibraryofCongressCataloging-in-PublicationDataAcatalogrecordforthisbookisavailablefromtheLibraryofCongress.ISBN0-387-98864-5Printedonaci
4、d-freepaper.?2005,1986,1959SpringerScience+BusinessMedia,Inc.Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,Inc.,233SpringStreet,NewYork,NY10013,USA),exceptforbr
5、iefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,com-putersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisfor-bidden.Theuseinthispublicationoft
6、radenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.PrintedintheUnitedStatesofAmerica.(MVY)987654321SPIN10728642Typesetting:Pagescreate
7、dbytheauthor.springeronline.comDedicatedtotheMemoryofLucienLeCam(1924-2000)andJohnW.Tukey(1915-2000)PrefacetotheThirdEditionTheThirdEditionofTestingStatisticalHypothesesbringsitintoconsonancewiththeSecondEditionofitscompanionvolumeonpointestimation(Lehm
8、annandCasella,1998)towhichweshallreferasTPE2.Wewon’therecommentonthelonghistoryofthebookwhichisrecountedinLehmann(1997)butshallusethisPrefacetoindicatetheprincipalchangesfromthe2ndEdition.Thepresentvolumeisdividedintotwoparts.Par