Neuware - Part of a two-volume text and reference work, this volume begins by providing a foundation in measure and integration theory. It then offers a systematic introduction to probability theory, particularly those parts that are used in statistics.

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Bibliographic Details

Title: Probability With a View Towards Statistics, Volume I
Publisher: Taylor & Francis Ltd Jul 1994
Publication Date: 1994
Language: English
ISBN 10: 0412052210
ISBN 13: 9780412052217
Binding: Buch
Condition: Neu
Dimensions: 229 millimeters width by 152 millimeters height by 0 millimeters depth
Weight: 1330 grams

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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.

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J. Hoffman-Jorgensen

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