Neuware - Part of a two-volume text and reference work, this volume concentrates on the applications of probability to statistics. Topics include: the art of calculating densities of complicated transformations of random vectors; exponential models; consistency of maximum estimators; and other topics.

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Bibliographic Details

Title: Probability With a View Towards Statistics, Volume II
Publisher: Taylor & Francis Ltd Mai 1994
Publication Date: 1994
Language: English
ISBN 10: 0412052318
ISBN 13: 9780412052316
Binding: Buch
Condition: Neu
Dimensions: 234 millimeters width by 156 millimeters height by 0 millimeters depth
Weight: 1180 grams

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Synopsis

Volume II of this two-volume text and reference work concentrates on the applications of probability theory to statistics, e.g., the art of calculating densities of complicated transformations of random vectors, exponential models, consistency of maximum estimators, and asymptotic normality of maximum estimators. It also discusses topics of a pure probabilistic nature, such as stochastic processes, regular conditional probabilities, strong Markov chains, random walks, and optimal stopping strategies in random games. Unusual topics include the transformation theory of densities using Hausdorff measures, the consistency theory using the upper definition function, and the asymptotic normality of maximum estimators using twice stochastic differentiability. With an emphasis on applications to statistics, this is a continuation of the first volume, though it may be used independently of that book. Assuming a knowledge of linear algebra and analysis, as well as a course in modern probability, Volume II looks at statistics from a probabilistic point of view, touching only slightly on the practical computation aspects.

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J. Hoffman-Jorgensen

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