Probability With A View Toward Statistics

Author : J. Hoffman-Jorgensen
Publisher : Routledge
Page : 296 pages
File Size : 44,9 Mb
Release : 2017-11-22
Category : Mathematics
ISBN : 9781351421546

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Probability With a View Towards Statistics, Volume II by J. Hoffman-Jorgensen Pdf

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.

Author : J. Hoffman-Jorgensen
Publisher : Routledge
Page : 630 pages
File Size : 43,7 Mb
Release : 2017-11-22
Category : Mathematics
ISBN : 9781351421584

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Probability With a View Towards Statistics, Volume I by J. Hoffman-Jorgensen Pdf

Volume I of this two-volume text and reference work begins by providing a foundation in measure and integration theory. It then offers a systematic introduction to probability theory, and in particular, those parts that are used in statistics. This volume discusses the law of large numbers for independent and non-independent random variables, transforms, special distributions, convergence in law, the central limit theorem for normal and infinitely divisible laws, conditional expectations and martingales. Unusual topics include the uniqueness and convergence theorem for general transforms with characteristic functions, Laplace transforms, moment transforms and generating functions as special examples. The text contains substantive applications, e.g., epidemic models, the ballot problem, stock market models and water reservoir models, and discussion of the historical background. The exercise sets contain a variety of problems ranging from simple exercises to extensions of the theory.

Author : Jørgen Hoffmann-Jørgensen
Publisher : Unknown
Page : 128 pages
File Size : 40,6 Mb
Release : 1994
Category : Electronic
ISBN : OCLC:644587318

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Probability with a View Toward Statistics by Jørgen Hoffmann-Jørgensen Pdf

Author : J. Hoffman-Jorgensen
Publisher : CRC Press
Page : 554 pages
File Size : 55,6 Mb
Release : 1994-05-15
Category : Mathematics
ISBN : 0412052318

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Probability With a View Towards Statistics by J. Hoffman-Jorgensen Pdf

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.

Author : J. Hoffman-Jorgensen
Publisher : Routledge
Page : 552 pages
File Size : 53,7 Mb
Release : 2017-11-22
Category : Mathematics
ISBN : 9781351421553

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Probability With a View Towards Statistics, Volume II by J. Hoffman-Jorgensen Pdf

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.

Author : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 45,7 Mb
Release : 2018-09-27
Category : Business & Economics
ISBN : 9781108415194

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High-Dimensional Probability by Roman Vershynin Pdf

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Author : Giri
Publisher : Routledge
Page : 570 pages
File Size : 44,5 Mb
Release : 2019-01-22
Category : Mathematics
ISBN : 9781351436694

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Introduction to Probability and Statistics by Giri Pdf

Beginning with the historical background of probability theory, this thoroughly revised text examines all important aspects of mathematical probability - including random variables, probability distributions, characteristic and generating functions, stochatic convergence, and limit theorems - and provides an introduction to various types of statistical problems, covering the broad range of statistical inference.;Requiring a prerequisite in calculus for complete understanding of the topics discussed, the Second Edition contains new material on: univariate distributions; multivariate distributions; large-sample methods; decision theory; and applications of ANOVA.;A primary text for a year-long undergraduate course in statistics (but easily adapted for a one-semester course in probability only), Introduction to Probability and Statistics is for undergraduate students in a wide range of disciplines-statistics, probability, mathematics, social science, economics, engineering, agriculture, biometry, and education.

Author : Leo Breiman
Publisher : SIAM
Page : 421 pages
File Size : 54,9 Mb
Release : 1968-01-01
Category : Mathematics
ISBN : 1611971284

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Probability by Leo Breiman Pdf

Well known for the clear, inductive nature of its exposition, this reprint volume is an excellent introduction to mathematical probability theory. It may be used as a graduate-level text in one- or two-semester courses in probability for students who are familiar with basic measure theory, or as a supplement in courses in stochastic processes or mathematical statistics. Designed around the needs of the student, this book achieves readability and clarity by giving the most important results in each area while not dwelling on any one subject. Each new idea or concept is introduced from an intuitive, common-sense point of view. Students are helped to understand why things work, instead of being given a dry theorem-proof regime.

Author : Galen R. Shorack
Publisher : Springer
Page : 510 pages
File Size : 45,7 Mb
Release : 2017-09-21
Category : Mathematics
ISBN : 9783319522074

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Probability for Statisticians by Galen R. Shorack Pdf

The choice of examples used in this text clearly illustrate its use for a one-year graduate course. The material to be presented in the classroom constitutes a little more than half the text, while the rest of the text provides background, offers different routes that could be pursued in the classroom, as well as additional material that is appropriate for self-study. Of particular interest is a presentation of the major central limit theorems via Steins method either prior to or alternative to a characteristic function presentation. Additionally, there is considerable emphasis placed on the quantile function as well as the distribution function, with both the bootstrap and trimming presented. The section on martingales covers censored data martingales.

Author : Harold J. Larson
Publisher : Unknown
Page : 408 pages
File Size : 53,6 Mb
Release : 1969
Category : Mathematics
ISBN : UOM:39015015712386

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Introduction to Probability Theory and Statistical Inference by Harold J. Larson Pdf

Author : Bert E. Fristedt,Lawrence F. Gray
Publisher : Springer Science & Business Media
Page : 775 pages
File Size : 53,6 Mb
Release : 2013-11-21
Category : Mathematics
ISBN : 9781489928375

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A Modern Approach to Probability Theory by Bert E. Fristedt,Lawrence F. Gray Pdf

Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.

Author : G. Jay Kerns
Publisher : Lulu.com
Page : 388 pages
File Size : 52,7 Mb
Release : 2010-01-10
Category : Education
ISBN : 9780557249794

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Introduction to Probability and Statistics Using R by G. Jay Kerns Pdf

This is a textbook for an undergraduate course in probability and statistics. The approximate prerequisites are two or three semesters of calculus and some linear algebra. Students attending the class include mathematics, engineering, and computer science majors.

Author : Daniel Navarro
Publisher : Lulu.com
Page : 617 pages
File Size : 53,7 Mb
Release : 2013-01-13
Category : Psychology
ISBN : 9781326189723

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Learning Statistics with R by Daniel Navarro Pdf

"Learning Statistics with R" covers the contents of an introductory statistics class, as typically taught to undergraduate psychology students, focusing on the use of the R statistical software and adopting a light, conversational style throughout. The book discusses how to get started in R, and gives an introduction to data manipulation and writing scripts. From a statistical perspective, the book discusses descriptive statistics and graphing first, followed by chapters on probability theory, sampling and estimation, and null hypothesis testing. After introducing the theory, the book covers the analysis of contingency tables, t-tests, ANOVAs and regression. Bayesian statistics are covered at the end of the book. For more information (and the opportunity to check the book out before you buy!) visit http://ua.edu.au/ccs/teaching/lsr or http://learningstatisticswithr.com

Author : Anthony O Hagan
Publisher : Springer
Page : 312 pages
File Size : 46,8 Mb
Release : 1988-03-03
Category : Juvenile Nonfiction
ISBN : UOM:39015015714721

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Probability by Anthony O Hagan Pdf

This book is an elementary and practical introduction to probability theory. It differs from other introductory texts in two important respects. First, the per sonal (or subjective) view of probability is adopted throughout. Second, emphasis is placed on how values are assigned to probabilities in practice, i.e. the measurement of probabilities. The personal approach to probability is in many ways more natural than other current formulations, and can also provide a broader view of the subject. It thus has a unifying effect. It has also assumed great importance recently because of the growth of Bayesian Statistics. Personal probability is essential for modern Bayesian methods, and it can be difficult for students who have learnt a different view of probability to adapt to Bayesian thinking. This book has been produced in response to that difficulty, to present a thorough introduction to probability from scratch, and entirely in the personal framework.

Author : Aris Spanos
Publisher : Cambridge University Press
Page : 787 pages
File Size : 41,7 Mb
Release : 2019-09-19
Category : Business & Economics
ISBN : 9781107185142

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Probability Theory and Statistical Inference by Aris Spanos Pdf

This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.