Pestman Mathematical Statistics

2. Auflage 2009
ISBN: 978-3-11-020853-5
Verlag: De Gruyter
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 606 Seiten, Gewicht: 10 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.
- Prerequisites from measure theory and linear algebra are presented.

Autoren/Hrsg.

Pestman, Wiebe R.

Fachgebiete

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

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.