Mathematical Statistics with MATHEMATICA

This book and software package presents a unified approach for doing mathematical statistics with Mathematica. The mathStatica software empowers the student with the ability to solve difficult problems. The professional statistician will be able to tackle tricky multivariate distributions, generating functions, inversion theorems, symbolic maximum likelihood estimation, unbiased estimation, and the checking and correcting of textbook formulae. This is the ideal companion for researchers and students in statistics, econometrics, engineering, physics, psychometrics, economics, finance, biometrics, and the social sciences. The mathStatica CD-ROM includes: mathStatica: The Applications Pack for mathematical statistics, custom Mathematica palettes, live interactive book that is identical to the printed text, online help, trail version of Mathematica 4.0. Colin Rose is Director of the Theoretical Research Institute (Sydney). He has published in leading journals on computer algebra systems and their applications to statistics, economics, and finance. Murry Smith is a senior lecturer in the Department of Econometrics and Business Statistics at the University of Sydney. In 1998-99, he was awarded an Alexander von Humboldt Research Fellowship to visit the University of Munich. He publishes in the fields of statistics, econometric theory, and computer algebra systems. WINNER of The MDTech Prize for Best Software Contribution at COMPSTAT 2002!

From the reviews:

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

"This book will be of immediate use to four classes of persons: (1) any person who would do more of the Hogg-Craig-style basics, if only it were much easier, (2) people who work with real data whose needs are ill met by traditional statistical packages (e.g. actuaries); (3) persons whose computational needs consistently bump into the bounds of traditional software (e.g., econometricians working with esoteric distributions), and (4) teachers who want to involve the traditional mathematical statistics curriculum. This book has the potential to revolutionize the teaching of mathematical statistics."

MATHEMATICAL REVIEWS

"This is a really good textbook in mathematical statistics. It presents a unified approach for doing mathematical statistics with the powerful computer software Mathematica that provides an arbitrary-precision numerical engine and superb graphics and a powerful symbolic/algebraic engine that is ideally suited to solving problems in mathematical statistics...For students, this book is not only a text in mathematical statistics, it is an interactive medium to explore...A lot of exercises at the end of chapters is a good argument to consider this book as a perfect supplement to any traditional course in mathematical statistics."

SOUTH AFRICAN STATISTICAL ASSOCIATION NEWSLETTER

"This book is unusual and impressive!...The book provides a fascinating, illustrative tour through the theory of mathematical statistics. The material is well-organized...Concepts are presented succinctly and well with a few carefully chosen theorems accompanied by outline proofs. The book could certainly be used in teaching as a companion text for courses ranging from second-year to Honours level. In particualar it would be ideal for an Honours level course on distributional theory. It is an excellent and intriguing text."

"The book is not so much a book about Mathematica as it is a book about mathematical statistics brought to life by computer; it just so happens that their vehicle for doing so is Mathematica, an excellent choice. The centerpiece of the book is the Mathematica add-on mathStatica that Rose and Smith have written, which actually makes Mathematica easy to use. ... This book has the potential to revolutionize the teaching of mathematical statistics." (B. D. McCullough, Journal of the American Statistical Association, December, 2002)

"This is a really good textbook in mathematical statistics. It presents a unified approach for doing mathematical statistics with the powerful computer software Mathematica that provides an arbitrary-precision numerical engine and superb graphics ... . For students this book is not only a text in mathematical statistics, it is an interactive medium to explore. ... A lot of exercises at the end of chapters is a good argument to consider this book as a perfect supplement to any traditional course in mathematical statistics." (M. P. Moklyachuk, Mathematical Reviews, 2003 e)

"This book is unusual and impressive! ... Broadly the book provides a fascinating, illustrative tour through the theory of mathematical statistics. The material is well-organized ... . Concepts are presented succinctly and well with a few carefully chosen theorems accompanied by outline proofs. ... the book provides a fascinating account of mathematical statistics that will appeal to professional statisticians and research students working with distributions. ... It is an excellent and intriguing text." (Linda Haines, Newsletter on the South African Statistical Association, June, 2003)

"The present book proposes a professional approach to the statistical theory from the computational and mathematical point of view, using the powerful computer software Mathematica as support for the advanced numeric and symbolic computations. ... Addressed at researchers, students, and professional practitioners with a good knowledge of mathematical statistics, the focus of this book is on problem solving rather than mathematical theorems and proofs... . a perfect companion to any kind of (university) course level in mathematical statistics." (Neculai Curteanu, Zentralblatt MATH, Vol. 989 (14), 2002)