Elements of Distribution Theory

Thomas A. Severini

ISBN 10: 1107630738 / ISBN 13: 9781107630734

Published by Cambridge University Press, 2011

About this Item

Druck auf Anfrage Neuware - Printed after ordering - 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. This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics and researchers who use statistical methods. Backgrounds in calculus and linear algebra are important, and a course in elementary mathematical analysis useful, but not required. An appendix summarizes the mathematical definitions and results outlined.

Seller Inventory # 9781107630734

Bibliographic Details

• Title: Elements of Distribution Theory
• Publisher: Cambridge University Press
• Publication Date: 2011
• Language: English
• ISBN 10: 1107630738
• ISBN 13: 9781107630734
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 254W x 178H x 29D millimeters 254 millimeters width by 178 millimeters height by 29 millimeters depth
• Weight: 982 grams

About this title

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 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.