Probability with a View Toward Statistics; Volume II (2)

J. Hoffmann-Jorgensen

ISBN 10: 0412052318 / ISBN 13: 9780412052316

Published by Chapman & Hall (1994), New York, 1994

About this Item

Hardcover book bound in glazed boards. 24 cm. 533 pages. The book is in near fine condition. No ownership marks/writing present within. Hinges tight, interior pages bright. Light edge wear/bumping, rubbing to the covers. Scarce.

Seller Inventory # 4198

Bibliographic Details

• Title: Probability with a View Toward Statistics; Volume II (2)
• Publisher: Chapman & Hall (1994), New York
• Publication Date: 1994
• Language: English
• ISBN 10: 0412052318
• ISBN 13: 9780412052316
• Binding: Hardcover
• Edition: First American edition.
• Condition: NF
• Seller catalogs:
  • Mathematics

About this title

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.

About the Author

J. Hoffman-Jorgensen