Mathematical Statistics
De Gruyter (Verlag)
978-3-11-015357-6 (ISBN)
This book provides a first introduction to mathematical statistics. The text arose from a series of lectures given at the University of Nijmegen (Holland) and is intended for students who already have some basic mathematical background. The text covers compulsory fundamental topics like estimation theory, sufficiency, hypothesis testing, analysis of variance, and non-parametric methods. Moreover, there are also introductory sections about the Kolmogorov-Smirnov test, von Mises differentiation, influence functions, robustness, metrics on sets of distribution functions, smoothing techniques, bootstrap methods, and density estimation. The final chapters of the book contains a first course in vectorial statistics and multiple regression analysis. As a rule, theorems are proved in a mathematically rigorous way. Many examples and exercises are included. There is an accompanying volume, in which completely worked through solutions to all exercises can be found. Both books are very suitable for self-study.
Frontmatter -- Preface -- Table of contents -- Chapter I. Probability theory -- Chapter II. Statistics and their probability distributions, estimation theory -- Chapter III. Hypothesis tests -- Chapter IV. Simple regression analysis -- Chapter V. Normal analysis of variance -- Chapter VI. Non-parametric methods -- Chapter VII. Stochastic analysis and its applications in statistics -- Chapter VIII. Vectorial statistics -- Appendix A. Lebesgue's convergence theorems -- Appendix B. Product measures -- Appendix C. Conditional probabilities -- Appendix D. The characteristic function of the Cauchy distribution -- Appendix E. Metric spaces, equicontinuity -- Appendix F. The Fourier transform and the existence of stoutly tailed distribution functions -- List of elementary probability densities -- Frequently used symbols -- Statistical tables -- References -- Index
| Erscheint lt. Verlag | 29.7.1998 |
|---|---|
| Reihe/Serie | De Gruyter Textbook |
| Verlagsort | Berlin/Boston |
| Sprache | englisch |
| Maße | 170 x 240 mm |
| Gewicht | 1007 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika |
| Mathematik / Informatik ► Mathematik ► Statistik | |
| Schlagworte | Hardcover, Softcover / Mathematik/Allgemeines, Lexika • HC/Mathematik/Allgemeines, Lexika • HC/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik • Mathematische Statistik |
| ISBN-10 | 3-11-015357-2 / 3110153572 |
| ISBN-13 | 978-3-11-015357-6 / 9783110153576 |
| Zustand | Neuware |
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