Mathematical Statistics

2. Auflage 2009
ISBN: 978-3-11-020852-8
Verlag: De Gruyter

Buch, Englisch, 597 Seiten, Format (B × H): 175 mm x 246 mm, Gewicht: 1321 g

Reihe: De Gruyter Textbook

This textbook provides a broad and solid introduction to mathematical statistics, including the classical subjects hypothesis testing, normal regression analysis, and normal analysis of variance. In addition, non-parametric statistics and vectorial statistics are considered, as well as applications of stochastic analysis in modern statistics, e.g., Kolmogorov-Smirnov testing, smoothing techniques, robustness and density estimation. - For students with some elementary mathematical background. - With many exercises. - Updated, completeSolutions Manual available on request - Prerequisites from measure theory and linear algebra are presented.

Zielgruppe

Undergraduate Students with a Basic Knowledge in Linear Algebra and Calculus; Academic Libraries

Autoren/Hrsg.

Pestman, Wiebe R.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Frontmatter

Contents

Chapter I. Probability theory

Chapter II. Statistics and their probability distributions, estimation theory

Chapter III. Hypothesis tests

Chapter IV. Simple regression analysis

Chapter V. Normal analysis of variance

Chapter VI. Non-parametric methods

Chapter VII. Stochastic analysis and its applications in statistics

Chapter VIII. Vectorial statistics

Appendix A. Lebesgue’s convergence theorems

Appendix B. Product measures

Appendix C. Conditional probabilities

Appendix D. The characteristic function of the Cauchy distribution

Appendix E. Metric spaces, equicontinuity

Appendix F. The Fourier transform and the existence of stoutly tailed distributions

Backmatter

Über Autor(innen)

Pestman, Wiebe R.
Wiebe R. Pestman, University of Utrecht, The Netherlands.

Wiebe R. Pestman, University of Utrecht, The Netherlands.