Elements of Distribution Theory (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 17) - Hardcover

Severini, Thomas A.

Hardcover

ISBN 10: 052184472X ISBN 13: 9780521844727

Publisher: Cambridge University Press, 2005

Synopsis

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.

About this title

About the Author

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.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2005
• Language: English
• ISBN 10: 052184472X
• ISBN 13: 9780521844727
• Binding: Hardcover
• Number of pages: 528