Elements of Distribution Theory

AvThomas A. Severini

Häftad, Engelska, 2011

Del 17 i serien Cambridge Series in Statistical and Probabilistic Mathematics

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Beskrivning

This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics as well as for researchers who use statistical methods. Good backgrounds in calculus and linear algebra are important and a course in elementary mathematical analysis is useful, but not required. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book. Topics covered range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals, orthogonal polynomials and saddlepoint approximations. The emphasis is on topics useful in understanding statistical methodology; thus, parametric statistical models and the distribution theory associated with the normal distribution are covered comprehensively.

Produktinformation

Utgivningsdatum:2011-10-24
Mått:165 x 244 x 28 mm
Vikt:840 g
Format:Häftad
Språk:Engelska
Serie:Cambridge Series in Statistical and Probabilistic Mathematics
Antal sidor:528
Förlag:Cambridge University Press
ISBN:9781107630734

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Mer om författaren

Thomas A. Severini received his PhD in Statistics from the University of Chicago. He is now a Professor of Statistics at Northwestern University. He has also written Likelihood Methods in Statistics. He has published extensively in statistical journals such as Biometrika, the Journal of the American Statistical Association and the Journal of the Royal Statistical Society. He is a member of the Institute of Mathematical Statistics and the American Statistical Association.

Recensioner i media

'The text contains a wealth of interesting and useful material, most of which does not work its way into standard first courses in probability or mathematical statistics.' Fred Huffer, Journal of the American Statistical Association

Innehållsförteckning

1. Properties of probability distributions; 2. Conditional distributions and expectation; 3. Characteristic functions; 4. Moments and cumulants; 5. Parametric families of distributions; 6. Stochastic processes; 7. Distribution theory for functions of random variables; 8. Normal distribution theory; 9. Approximation of integrals; 10. Orthogonal polynomials; 11. Approximation of probability distributions; 12. Central limit theorems; 13. Approximation to the distributions of more general statistics; 14. Higher-order asymptotic approximations.