Probability With a View Towards Statistics, Volume I (Chapman & Hall/CRC Probability Series)

Hoffman-Jorgensen, J.

ISBN 10: 0412052210 / ISBN 13: 9780412052217

Published by Routledge, 1994

About this Item

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Bibliographic Details

• Title: Probability With a View Towards Statistics, Volume I (Chapman & Hall/CRC Probability Series)
• Publisher: Routledge
• Publication Date: 1994
• Language: English
• ISBN 10: 0412052210
• ISBN 13: 9780412052217
• Binding: Hardcover
• Condition: good

About this title

Synopsis

Volume I of this two-volume text and reference work begins by providing a foundation in measure and integration theory. It then offers a systematic introduction to probability theory, and in particular, those parts that are used in statistics. This volume discusses the law of large numbers for independent and non-independent random variables, transforms, special distributions, convergence in law, the central limit theorem for normal and infinitely divisible laws, conditional expectations and martingales. Unusual topics include the uniqueness and convergence theorem for general transforms with characteristic functions, Laplace transforms, moment transforms and generating functions as special examples. The text contains substantive applications, e.g., epidemic models, the ballot problem, stock market models and water reservoir models, and discussion of the historical background. The exercise sets contain a variety of problems ranging from simple exercises to extensions of the theory.

About the Author

J. Hoffman-Jorgensen