<p>"...the book contains unique features throughout. Examples are the moment problem, which is clarified through a nice example, the role of the probability generating functions, and the central limit theorem for the sample variance. Techniques and concepts are typically illustrated through a series of examples. Within a box is routinely summarized what it is that has been accomplished or where to go from that point. At the end of each chapter a long list of exercises is arranged according the sections. "<br />---Zentralblatt fur Mathematik, 2000<br />"…a marvelous book for students."<br />-Statistical Papers <br /><br />"…a handy reference as well as a good textbook."<br />-International Statistical Institute, Short Book Reviews</p>

Priced very competitively compared with other textbooks at this level!This gracefully organized textbook reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, numerous figures and tables, and computer simulations to develop and illustrate concepts. Beginning with an introduction to the basic ideas and techniques in probability theory and progressing to more rigorous topics, Probability and Statistical Inferencestudies the Helmert transformation for normal distributions and the waiting time between failures for exponential distributions develops notions of convergence in probability and distribution spotlights the central limit theorem (CLT) for the sample variance introduces sampling distributions and the Cornish-Fisher expansions concentrates on the fundamentals of sufficiency, information, completeness, and ancillarity explains Basu's Theorem as well as location, scale, and location-scale families of distributions covers moment estimators, maximum likelihood estimators (MLE), Rao-Blackwellization, and the Cramér-Rao inequality discusses uniformly minimum variance unbiased estimators (UMVUE) and Lehmann-Scheffé Theorems focuses on the Neyman-Pearson theory of most powerful (MP) and uniformly most powerful (UMP) tests of hypotheses, as well as confidence intervals includes the likelihood ratio (LR) tests for the mean, variance, and correlation coefficient summarizes Bayesian methods describes the monotone likelihood ratio (MLR) property handles variance stabilizing transformations provides a historical context for statistics and statistical discoveries showcases great statisticians through biographical notes Employing over 1400 equations to reinforce its subject matter, Probability and Statistical Inference is a groundbreaking text for first-year graduate and upper-level undergraduate courses in probability and statistical inference who have completed a calculus prerequisite, as well as a supplemental text for classes in Advanced Statistical Inference or Decision Theory.
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Presents the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, numerous figures and tables, and computer simulations to develop and illustrate concepts. This book covers various topics typically addressed in a two-semester course in probability and statistical inference.
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Notions of probability; expectations of functions of random variables; multivariate random variables; transformations and sampling distributions; notions of stochastic convergence; sufficiency, completeness and ancillarity; point estimation; tests of hypotheses; confidence interval estimation; Bayesian methods; likelihood ratio and other tests; large-sample inference; sample size determination - two-stage procedures. Appendices: abbreviations and notation; celebration of statistics - selected biographical notes; selected statistical tables.
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"...the book contains unique features throughout. Examples are the moment problem, which is clarified through a nice example, the role of the probability generating functions, and the central limit theorem for the sample variance. Techniques and concepts are typically illustrated through a series of examples. Within a box is routinely summarized what it is that has been accomplished or where to go from that point. At the end of each chapter a long list of exercises is arranged according the sections. "---Zentralblatt fur Mathematik, 2000"…a marvelous book for students."-Statistical Papers "…a handy reference as well as a good textbook."-International Statistical Institute, Short Book Reviews
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Produktdetaljer

ISBN
9780824703790
Publisert
2000-03-22
Utgiver
Vendor
CRC Press Inc
Vekt
1440 gr
Høyde
229 mm
Bredde
152 mm
Aldersnivå
U, 05
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
690

Om bidragsyterne

Nitis Mukhopadhyay