Elements of distribution theory
This detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics, and econometrics. The text uses no measure theory, requiring only a background in calculu...
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| Sprog: | Undetermined English |
| Udgivet: |
New York, NY
Cambridge University Press
2005
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Trà Vinh |
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| Summary: | This detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics, and econometrics. The text uses no measure theory, requiring only a background in calculus and linear algebra. Topics 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 and orthogonal polynomials. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book |
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| Fysisk beskrivelse: | xii, 515 p. ill. 27 cm |
| Bibliografi: | Includes bibliographical references (p. 503-505) and indexes |
| ISBN: | 052184472X 9780521844727 |