Elements of Distribution Theory

Informationen zum Autor Thomas A. Severini received his PhD in Statistics from the University of Chicago. He is now a Professor of Statistics at Northwestern University. He has also written Likelihood Methods in Statistics. He has published extensively in statistical journals such as Biometrika, the Journal of the American Statistical Association and the Journal of the Royal Statistical Society. He is a member of the Institute of Mathematical Statistics and the American Statistical Association. Klappentext This introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics and researchers using statistical methods. Zusammenfassung This detailed introduction to distribution theory uses no measure theory! making it suitable for students in statistics and econometrics and researchers who use statistical methods. Backgrounds in calculus and linear algebra are important! and a course in elementary mathematical analysis useful! but not required. An appendix summarizes the mathematical definitions and results outlined. Inhaltsverzeichnis 1. Properties of probability distributions; 2. Conditional distributions and expectation; 3. Characteristic functions; 4. Moments and cumulants; 5. Parametric families of distributions; 6. Stochastic processes; 7. Distribution theory for functions of random variables; 8. Normal distribution theory; 9. Approximation of integrals; 10. Orthogonal polynomials; 11. Approximation of probability distributions; 12. Central limit theorems; 13. Approximation to the distributions of more general statistics; 14. Higher-order asymptotic approximations.

Product details

• Authors: Thomas A. Severini, Thomas A. (Northwestern University Severini
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Paperback / Softback
• Released: 24.10.2011
• EAN: 9781107630734
• ISBN: 978-1-107-63073-4
• No. of pages: 528
• Series: Cambridge Series in Statistical and Probabilistic Mathematics; Cambridge Series in Statistica; Cambridge Series in Statistical and Probabilistic; Cambridge Series in Statistical and Probabilistic Mathematics; Cambridge Series in Statistical and Probabilistic
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > General, dictionaries