Probability With A View Towards Statistics Volume I

Author : J. Hoffman-Jorgensen
Publisher : Routledge
Page : 296 pages
File Size : 48,8 Mb
Release : 2017-11-22
Category : Mathematics
ISBN : 9781351421546

Get Book

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 : 41,5 Mb
Release : 2017-11-22
Category : Mathematics
ISBN : 9781351421584

Get Book

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 : J. Hoffman-Jorgensen
Publisher : CRC Press
Page : 554 pages
File Size : 40,7 Mb
Release : 1994-05-15
Category : Mathematics
ISBN : 0412052318

Get Book

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 : 49,8 Mb
Release : 2017-11-22
Category : Mathematics
ISBN : 9781351421553

Get Book

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 : 43,8 Mb
Release : 2018-09-27
Category : Business & Economics
ISBN : 9781108415194

Get Book

High-Dimensional Probability by Roman Vershynin Pdf

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

Author : J. Hoffman-Jorgensen
Publisher : CRC Press
Page : 636 pages
File Size : 42,5 Mb
Release : 1994-07-01
Category : Mathematics
ISBN : 0412052210

Get Book

Probability With a View Towards Statistics 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 : 41,7 Mb
Release : 1994
Category : Electronic
ISBN : OCLC:644587318

Get Book

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

Author : Galen R. Shorack
Publisher : Springer
Page : 510 pages
File Size : 46,5 Mb
Release : 2017-09-21
Category : Mathematics
ISBN : 9783319522074

Get Book

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 : Leo Breiman
Publisher : SIAM
Page : 421 pages
File Size : 46,8 Mb
Release : 1968-01-01
Category : Mathematics
ISBN : 1611971284

Get Book

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 : Nikolai Dokuchaev
Publisher : World Scientific Publishing Company
Page : 224 pages
File Size : 44,6 Mb
Release : 2015-06-12
Category : Business & Economics
ISBN : 9789814678056

Get Book

Probability Theory by Nikolai Dokuchaev Pdf

This book provides a systematic, self-sufficient and yet short presentation of the mainstream topics on introductory Probability Theory with some selected topics from Mathematical Statistics. It is suitable for a 10- to 14-week course for second- or third-year undergraduate students in Science, Mathematics, Statistics, Finance, or Economics, who have completed some introductory course in Calculus. There is a sufficient number of problems and solutions to cover weekly tutorials.

Author : Karl Stromberg
Publisher : CRC Press
Page : 348 pages
File Size : 55,8 Mb
Release : 1994-04-01
Category : Mathematics
ISBN : 0412041715

Get Book

Probability For Analysts by Karl Stromberg Pdf

This book will enable researchers and students of analysis to more easily understand research papers in which probabilistic methods are used to prove theorems of analysis, many of which have no other known proofs. The book assumes a course in measure and integration theory but requires little or no background in probability theory. It emplhasizes topics of interest to analysts, including random series, martingales and Brownian motion.

Author : Reinhard Viertl
Publisher : EOLSS Publications
Page : 410 pages
File Size : 53,8 Mb
Release : 2009-06-11
Category : Electronic
ISBN : 9781848260528

Get Book

PROBABILITY AND STATISTICS - Volume I by Reinhard Viertl Pdf

Probability and Statistics theme is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme with contributions from distinguished experts in the field, discusses Probability and Statistics. Probability is a standard mathematical concept to describe stochastic uncertainty. Probability and Statistics can be considered as the two sides of a coin. They consist of methods for modeling uncertainty and measuring real phenomena. Today many important political, health, and economic decisions are based on statistics. This theme is structured in five main topics: Probability and Statistics; Probability Theory; Stochastic Processes and Random Fields; Probabilistic Models and Methods; Foundations of Statistics, which are then expanded into multiple subtopics, each as a chapter. These three volumes are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs

Author : F.M. Dekking,C. Kraaikamp,H.P. Lopuhaä,L.E. Meester
Publisher : Springer Science & Business Media
Page : 488 pages
File Size : 54,7 Mb
Release : 2006-03-30
Category : Mathematics
ISBN : 9781846281686

Get Book

A Modern Introduction to Probability and Statistics by F.M. Dekking,C. Kraaikamp,H.P. Lopuhaä,L.E. Meester Pdf

Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included – this is a modern method missing in many other books

Author : B. Grigelionis,Yu. V. Prohorov,V. V. Sazonov,V. Statulevičius
Publisher : Walter de Gruyter GmbH & Co KG
Page : 656 pages
File Size : 50,8 Mb
Release : 2020-05-18
Category : Mathematics
ISBN : 9783112314197

Get Book

Probability Theory and Mathematical Statistics. Vol. 1 by B. Grigelionis,Yu. V. Prohorov,V. V. Sazonov,V. Statulevičius Pdf

No detailed description available for "GRIGELIONIS: PROCEEDINGS OF THE FIFTH VILNIUS CONFERE E-BOOK".

Author : Daniel W. Stroock
Publisher : Cambridge University Press
Page : 558 pages
File Size : 42,5 Mb
Release : 1999
Category : Mathematics
ISBN : 0521663490

Get Book

Probability Theory, an Analytic View by Daniel W. Stroock Pdf

This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction to modern analysis for those who want to learn what these two topics have to say about each other. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. The introduction of conditional expectation values is postponed until the second part of the book where it is applied to the study of martingales. This section also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory.