Random Variables and Probability Distributions

H. Cramer

ISBN 10: 0521604869 / ISBN 13: 9780521604864

Published by Cambridge University Press, 2004

About this Item

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Bibliographic Details

Title: Random Variables and Probability ...

Publisher: Cambridge University Press

Publication Date: 2004

Binding: Paperback / softback

Condition: New

About this title

Synopsis:

This tract develops the purely mathematical side of the theory of probability, without reference to any applications. When originally published, it was one of the earliest works in the field built on the axiomatic foundations introduced by A. Kolmogoroff in his book Grundbegriffe der Wahrscheinlichkeitsrechnung, thus treating the subject as a branch of the theory of completely additive set functions. The author restricts himself to a consideration of probability distributions in spaces of a finite number of dimensions, and to problems connected with the Central Limit Theorem and some of its generalizations and modifications. In this edition the chapter on Liapounoff's theorem has been partly rewritten, and now includes a proof of the important inequality due to Berry and Esseen. The terminology has been modernized, and several minor changes have been made.

Book Description:

This tract develops the purely mathematical side of the theory of probability, without reference to any applications. When originally published it was one of the earliest works in the field and treated the subject as a branch of the theory of completely additive set functions. In this edition the terminology has been modernized and several minor changes have been made.