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I must apologize for the large number of errors that carried over from the third edition. I thought that I had corrected them all during construction of the fourth edition, but I was obviously mistaken.

An alert reader spotted a systematic error that was introduced at the next-to-last stage of production in which someone changed the spelling of the name Neyman to ``Nayman'' everywhere in Chapter 9 except in the citations and index markers. I should have caught this. (8/16/12)

- Corrections to Chapter 1, Chapter 2, Chapter 3, Chapter 4, Chapter 5, Chapter 6, Chapter 7, Chapter 8, Chapter 9, Chapter 10, Chapter 11, , Chapter 12, Tables, References, Answers to Exercises, Index.
- Direct access to files with the more extensive corrections.
- Corrections to solutions manuals.

- p. 60, line 2: should be . (5/19/2015)

- p. 96, lines 13 and 15: 0.65253 should be 0.6253, and 0.34747 should be 0.3747. (5/19/2015)
- p. 97, line 12: 0.65252 should be 0.6253. (5/19/2015)

- p. 117, problem 15: ``c.d.f. or '' should read ``c.d.f. of ''. (5/19/15)

- p. 126, line : should be . (5/19/15)
- p. 128, displayed equation in Example 3.4.15, after the three equal signs: should be ; should be ; and should be . (6/9/14)

- p. 134, displayed equations in Example 3.5.6: should be ; and should be . (6/9/14)
- p. 137, last paragraph of Example 3.5.8: should be (two places), should be (two places), and should be (two places). (5/19/15)
- p.140, line 20: ``of of '' should read ``of and of ''. (5/19/15)

- p. 143, Table 3.8 caption: `` given '' should read `` given .'' (5/20/15)
- p. 143, line : ``Brand 1 also'' should read ``Brand 2 also''. (5/20/15)

- p. 160, line : should be (5/20/15)
- p. 161, line 1: 10,360 should be 103,680. (5/20/15)
- p. 164, line : ``required'' is misspelled. (5/20/15)

- p. 178, first displayed equation, should be . (1/21/13)

- p. 213, line 4: should be . (5/19/15)

- p. 218, Theorem 4.4.2, line 2: ``constant b'' should read ``constant '' (5/20/15)
- p. 220, Definition 4.2.1, the inequality in the displayed formula should be ``''. (7/3/12)

- p. 228, Proof of Theorem 4.3.2, line : ``the so too'' should read ``then so too''. (5/20/15)
- p. 229, legend of Figure 4.6: third row should read ``- - - p.d.f. of ''. (5/20/15)

- p. 239, Proof of Theorem 4.4.6, line 1: ``Proof L et'' should
read ``
**Proof**Let''. (5/20/15)

- p. 252, Example 4.6.5, line 3: should be . (5/19/15)

- p. 279, Example 5.2.1, lines : ``, whose mean is 1.81'' should read `` whose mean is 18.1,'' and should be ." (5/19/15)

- p. 316, Example 5.7.1, line 1: ``Suppose'' is misspelled. (5/20/15)
- p. 318, Equation (5.7.10): ``'' should read `` ''. (6/4/12)
- p. 319, Example 5.7.4, line 6: The formula for is missing a factor . (6/4/12)

- p. 351, Example 6.2.2, line : ``0.2'' should be ``0.02''. (5/20/15)

- p. 367, Equation (6.3.14): denominator of left-hand-side should be . (5/20/15)

- p. 389, in equation (7.2.8) and the next displayed equation, immediately after each equal sign, insert the factor . This factor divides out of the calculations in (7.2.9) so it is not needed there. Also, the last line of (7.2.9) is missing a factor of . (5/19/15)
- p. 389, line 4 of last paragraph of text: ``This prior has the same standard deviation as the original prior, but'' should read ``This prior has a standard deviation 10 times that of the original prior, and'' (5/19/15)

- p. 401, last displayed equation: ``0.1154)'' should read ``0.1154'' (11/15/10)
- p. 401, last displayed equaiton: ``(1.12)'' should read ``'' (11/15/10)

- p. 419, line 7: should be . (5/19/15)

- p. 431, line 9: ``right-hand'' should read ``left-hand''. (5/19/15)

- p. 536, next line after (9.1.8) ``Example 6.5.15'' should read ``Example 7.5.7'' (11/15/10)
- p. 549 Exercise 11: ``'' should read ``'' at the ends of parts b and c. (11/15/10)

- two lines before Theorem 9.2.2, ``Nayman'' should be ``Neyman''. (8/16/12)
- Name of Theorem 9.2.2, ``Nayman'' should be ``Neyman''. (8/16/12)
- p. 553, line -10,``Nayman'' should be ``Neyman''. (8/16/12)
- p. 554, line -2,``Nayman'' should be ``Neyman''. (8/16/12)
- p. 556, line 13,``Nayman'' should be ``Neyman''. (8/16/12)
- p. 556, line 23,``Nayman'' should be ``Neyman''. (8/16/12)
- p. 557, line 6,``Nayman'' should be ``Neyman''. (8/16/12)

- p. 562, second line of the proof of Theorem 9.3.1,``Nayman'' should be ``Neyman''. (8/16/12)

- p. 591, Example 9.6.4, line 2: ``'' should read ``''. (11/15/10)

- p. 612, 2 and 4 lines after (9.8.16): In both places, `` '' should read `` '' (11/15/10)

- p. 617, line -6,``Nayman'' should be ``Neyman''. (8/16/12)

- p. 682, first line of ``Ties'' secttion: ``signed ranks test'' should read ``ranks test''. (11/15/10)
- p. 683, Eq. (10.8.6): The correct formula is

(11/15/10) - p. 685, Exercise 15: There are a few errors in the statement of
the problem. The corrected exercise is given here:
**15.**- Consider again the conditions of
Exercise 1. This
time, let . Wilcoxon (1945) developed the following test
of the hypotheses (10.8.7). Order the absolute values
from smallest to largest, and assign ranks
from 1 to to the values. Then is set equal to the sum of
all the ranks of
those such that . If the distribution of is
symmetric around 0, then the mean and variance of are

The test rejects if , where is chosen to make the test have level of significance . This test is called the*Wilcoxon signed ranks test*. If is large, a normal distribution approximation allows us to use .**a.**- Let if the that gets rank has and if not. Show that .
**b.**- Prove that is as stated in Eq. (10.8.8) under
the assumption that the distribution of is symmetric around
0.
*Hint:*You may wish to use Eq. (4.7.13). **c.**- Prove that
is as stated in Eq. (10.8.9) under
the assumption that the distribution of is symmetric around
0.
*Hint:*You may wish to use Eq. (4.7.14).

- p. 703, 3rd displayed equation: ``'' should read ``'' (11/15/10)
- p. 704, Example 11.2.5, line 3: ``'' should read ``'' (11/15/10)

- p. 708, first line after (11.3.2): `` '' should read `` ''. (11/15/10)
- p. 715, line 1: `` '' should read `` '' and ``'' should read ``''. (8/9/13)
- p. 722, Eq. (11.3.30), end of first line: `` '' should read ``''. (11/15/10)
- p. 728, Exercise 22: The problem should have asked for the regression of logarithm of 1980 price on the logarithm of 1970 price. It can be solved either as stated here or as stated in the text, but the regression on logarithm of 1970 price makes more sense. (11/15/10)

- p. 731, end of first displayed equation: `` '' should read `` ''. (11/15/10)
- p. 731, two lines after (11.4.6): ``'' should read ``''. (11/15/10)
- p. 732, first line after (11.4.7): ``15'' should read ``14''. (11/15/03)
- p. 734, Example 11.4.4, line 6: ``7.191'' should read ``7.181''. (11/15/10)

- p. 741, Example 11.5.3, end of first displayed equation: ``144.1'' should read ``172.3''. (11/15/10)
- p. 743, first line after the end of Theorem 11.5.3: ``'' should read `` ''. (11/15/10)
- p. 749, first displayed equation: `` '' should read `` ''. (11/15/10)
- p. 752, second line of ``Summary'' section: `` '' should read `` ''. (11/15/10)
- p. 752, Exercise 2, line 2: `` has the '' should be `` has the ''. (11/15/10)

- p. 758, line 5: ``Eq. (11.6.8) has the'' should read ``Eq. (11.6.8), when divided by , has the''. (11/15/10)
- p. 761, Exercise 2, displayed equation: Both places where appears in a denominator should be . (11/15/10)
- p. 763, Exercise 14(a): `` '' should be `` '' (11/15/10)

- p. 794, Example 12.2.5, line : `` '' should read `` ''. (6/1/12)

- p. 805, Example 12.3.2, first row of last displayed equation: `` '' should read `` ''. (11/15/10)
- p. 812, Example 12.3.10, last line: ``is'' should read ``if''. (11/15/10)

- p. 832--834, the numerical part of Example~12.5.6 suffered from an error in the input data. The correct analysis changes the conclusions stated in the text. Corrected text can be found by clicking here or following the link to more extensive corrections at the top of the web page.

- p. 838, Exercise 12, line 5: ``variance '' should read ``precision '' (11/15/10)
- p. 838, Exercise 13(a): The ``1/2'' exponent should be ``'' in the displayed formula. (11/15/10)
- p. 838-839, Exercise 14: Add the text ``The prior hyperparameters are , , , and .'' (11/15/10)
- p. 839, Exercise 15 part a line 2: Delete the text ``if , then'' (11/15/10)
- p. 839, Exercise 15 part b line 2: Delete the text ``if , then'' (11/15/10)

- Exercise 21: The answer should be `` ''. (6/4/12)

- Exercise 15: The answer should be ``0.356''. (5/21/15)

- Exercise 7: The bottom branch should read `` ''. (6/5/12)