Elements of Distribution Theory. Cambridge Series in Statistical and Probabilistic Mathematics |
|
Author:
| Severini, Thomas A. |
Editor:
| Gill, R. Ripley, B. D. Ross, S. Silverman, B. W Stein, M. |
Series title: | Cambridge Series in Statistical and Probabilistic Mathematic Ser. |
ISBN: | 978-1-281-10852-4 |
Publication Date: | Jan 2010 |
Publisher: | Cambridge University Press
|
Book Format: | Ebook |
List Price: | USD $234.00 |
Book Description:
|
This detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics and econometrics. The text uses no measure theory, requiring only a background in calculus and linear algebra. Topics range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central...
More DescriptionThis detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics and econometrics. The text uses no measure theory, requiring only a background in calculus and linear algebra. Topics range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals and orthogonal polynomials. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book.