Statistical Modelling by Exponential Families (Institute of Mathematical Statistics Textbooks, Series Number 12) - Softcover

Sundberg, Rolf

Softcover

ISBN 10: 1108701116 ISBN 13: 9781108701112

Publisher: Cambridge University Press, 2019

Synopsis

This book is a readable, digestible introduction to exponential families, encompassing statistical models based on the most useful distributions in statistical theory, including the normal, gamma, binomial, Poisson, and negative binomial. Strongly motivated by applications, it presents the essential theory and then demonstrates the theory's practical potential by connecting it with developments in areas like item response analysis, social network models, conditional independence and latent variable structures, and point process models. Extensions to incomplete data models and generalized linear models are also included. In addition, the author gives a concise account of the philosophy of Per Martin-Löf in order to connect statistical modelling with ideas in statistical physics, including Boltzmann's law. Written for graduate students and researchers with a background in basic statistical inference, the book includes a vast set of examples demonstrating models for applications and exercises embedded within the text as well as at the ends of chapters.

About this title

About the Author

Rolf Sundberg is Professor Emeritus of Statistical Science at Stockholms Universitet. His work embraces both theoretical and applied statistics, including principles of statistics, exponential families, regression, chemometrics, stereology, survey sampling inference, molecular biology, and paleoclimatology. In 2003, with M. Linder, he won the award for best theoretical paper in the Journal of Chemometrics for their work on multivariate calibration, and in 2017 he was named Statistician of the Year by the Swedish Statistical Society.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2019
• Language: English
• ISBN 10: 1108701116
• ISBN 13: 9781108701112
• Binding: Paperback
• Edition number: 1
• Number of pages: 296