A. W. F. Edwards
（1992年刊行， The Johns Hopkins University Press, Baltimore， ISBN:0801844452）
初版は1972年（Cambridge University Press），ペーパーパックでの再版は1984年（Cambridge University Press ［Cambridge Science Classics］， ISBN:0521318718）．この「増補版」では，尤度概念に関する著者の5論文が巻末に所収されている．
【目次】
Preface xi
Preface to the 1972 edition xvPrologue on probability xix
1. The framework of inference 1
1.1 Introduction 1
1.2 The statistical hypothesis 3
1.3 Data 6
1.4 Summary 72. The concept of likelihood 8
2.1 Introduction 8
2.2 Likelihood defined 9
2.3 Sufficient statistics 13
2.4 Likelihood for multinomial sample 18
2.5 Transformation of variables 19
2.6 Likelihood, information and entropy 22
2.7 Summary 233. Support 25
3.1 Introduction 25
3.2 Properties required of a measure of support 28
3.3 The Likelihood Axiom 30
3.4 Interpretation : the Method of Support 31
3.5 Prior support 35
3.6 Conditional support and sequential methods 37
3.7 Example 39
3.8 Summary 424. Bayes' Theorem and inverse probability 43
4.1 Introduction 43
4.2 Bayes' Theorem 44
4.3 Inverse probability 51
4.4 The Principle of Indifference 55
4.5 The representation of ignorance 57
4.6 Examples 61
4.7 Discussion 65
4.8 Summary 685. Maximum support: The Method of Maximum Likelihood 70
5.1 Introduction 70
5.2 Indices for the shape of the support curve 71
5.3 General forms for the score and information 77
5.4 Transformation and combination of evaluates 79
5.5 Analytic maximization: The Method of Maximum Likelihood 85
5.6 Newton-Raphson iteration 87
5.7 General comments on iterative methods 93
5.8 Integer solutions and solution by simulation 96
5.9 Historical notes on point estimation 97
5.10 Summary 1026. The Method of Support for several parameters 103
6.1 Introduction 103
6.2 Interpretation of evaluates 103
6.3 Elimination of unwanted parameters 109
6.4 General forms for the score and information 122
6.5 Transformation and combination of evaluates 123
6.6 Newton-Raphson iteration 128
6.7 Special applications of the Newton-Raphson procedure 131
6.8 Makimum likelihood with a constraint among parameters 133
6.9 Summary 1427. Expected information and the distribution of evaluates 144
7.1 Introduction 144
7.2 Expected information 144
7.3 The various forms of ‘information’ 152
7.4 Mean and variance of evaluation 154
7.5 Bias 155
7.6 Summary 1608. Application in anomalous cases 162
8.1 Introduction 162
8.2 Multiple maxima 163
8.3 Discontinuities in the support function 163
8.4 Singularities in the support function 167
8.5 Saddle points in the support function 169
8.6 Inadequate information in the sample 172
8.7 Discussion 172
8.8 Summary 179. Support tests 174
9.1 Introduction 174
9.2 Significance tests 174
9.3 Support tests based on the Normal and χ2 180
9.4 Support tests for the 2×2 contingency table 190
9.5 Support tests based on the t and F distributions 194
9.6 Summary 19710. Miscellaneous topics 199
10.1 Introduction 199
10.2 Simplicity 199
10.3 Surprise 202
10.4 Least squares, experimental design, and the analysis of variance 203
10.5 Fiducial probability 206
10.6 Summary 210Epilogue 211
Appendix 1: A problem in the doctrine of chances (1974) 213
Appendix 2: The history of likelihood (1974) 221
Appendix 3: Fiducial distributions (1983) 231
Appendix 4: The likelihood treatment of linear regression (1973) 239
Appendix 5: R. A. Fisher's work on statistical inference (1977) 245
Notes 253
References 259
Tables of support limits for t and χ2 265
Index 269
