Testing Statistical Hypotheses

Every professional statistician should have a copy of this book. I lent my copy of the first edition to somebody I can't remember and of course never got it back--no surprise since it is absolutely indispensable. So I purchased this third edition. It's worth it. The book is a classic and Erich Lehmann is a genius.

This text was commonly used as a graduate text in mathematical statistics in the 1970s when I was a graduate student at Stanford University. It was the best and most detailed text on the theory of hypothesis testing. Over the years it remained so and twenty years after publication, when it was outdated by research advances it was revised by Professor Lehmann. The second edition originally published by Wiley went out of print but has now been reprinted by Springer-Verlag. This is a great book for any statistician to have on his bookshelf, a must have reference!

The 3rd edition has an entirely new set of chapters covering asymptotics. I found this to be a very readable survey, including a good discussion of local asymptotic normality, which is not treated in more elementary texts. There's some overlap between this book and Lehman's Theory of Point Estimation. It's not obvious which should be read first, but both books are very well written with many interesting problems.

This is a textbook for theoretical statistics,which has more content than 2nd edition while the 2nd edition is concise and pointed. If it is not required to have third edition, I would rather buy the 2nd edition. I received the book after 5 days of purchase. It is pretty new and clean.