Probability With A View Towards Statistics Volume Ii

Author : J. Hoffman-Jorgensen
Publisher : Routledge
Page : 296 pages
File Size : 47,9 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 : 55,7 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 : J. Hoffman-Jorgensen
Publisher : Routledge
Page : 552 pages
File Size : 55,5 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 : J. Hoffman-Jorgensen
Publisher : CRC Press
Page : 554 pages
File Size : 42,7 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 : CRC Press
Page : 636 pages
File Size : 46,7 Mb
Release : 1994-07-01
Category : Mathematics
ISBN : 0412052210

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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 : B. Grigelionis,Yu. V. Prohorov,V. V. Sazonov,V. Statulevičius
Publisher : Walter de Gruyter GmbH & Co KG
Page : 624 pages
File Size : 53,5 Mb
Release : 2020-05-18
Category : Mathematics
ISBN : 9783112319024

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Probability Theory and Mathematical Statistics. Vol. 2 by B. Grigelionis,Yu. V. Prohorov,V. V. Sazonov,V. Statulevičius Pdf

No detailed description available for "PROB. TH. MATH. ST. ( GRIGELIONIS) VOL. 2 PROC.5/1989 E-BOOK".

Author : Jørgen Hoffmann-Jørgensen
Publisher : Unknown
Page : 128 pages
File Size : 47,6 Mb
Release : 1994
Category : Electronic
ISBN : OCLC:644587318

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

Author : Karl Stromberg
Publisher : CRC Press
Page : 348 pages
File Size : 42,7 Mb
Release : 1994-04-01
Category : Mathematics
ISBN : 0412041715

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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 : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 41,9 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 : W.L. Harper,C.A. Hooker
Publisher : Springer Science & Business Media
Page : 464 pages
File Size : 40,8 Mb
Release : 2012-12-06
Category : Science
ISBN : 9789401014366

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Foundations of Probability Theory, Statistical Inference, and Statistical Theories of Science by W.L. Harper,C.A. Hooker Pdf

In May of 1973 we organized an international research colloquium on foundations of probability, statistics, and statistical theories of science at the University of Western Ontario. During the past four decades there have been striking formal advances in our understanding of logic, semantics and algebraic structure in probabilistic and statistical theories. These advances, which include the development of the relations between semantics and metamathematics, between logics and algebras and the algebraic-geometrical foundations of statistical theories (especially in the sciences), have led to striking new insights into the formal and conceptual structure of probability and statistical theory and their scientific applications in the form of scientific theory. The foundations of statistics are in a state of profound conflict. Fisher's objections to some aspects of Neyman-Pearson statistics have long been well known. More recently the emergence of Bayesian statistics as a radical alternative to standard views has made the conflict especially acute. In recent years the response of many practising statisticians to the conflict has been an eclectic approach to statistical inference. Many good statisticians have developed a kind of wisdom which enables them to know which problems are most appropriately handled by each of the methods available. The search for principles which would explain why each of the methods works where it does and fails where it does offers a fruitful approach to the controversy over foundations.

Author : Leo Breiman
Publisher : SIAM
Page : 421 pages
File Size : 47,5 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 : Reinhard Viertl
Publisher : EOLSS Publications
Page : 520 pages
File Size : 48,8 Mb
Release : 2009-06-11
Category : Mathematics
ISBN : 9781848260535

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PROBABILITY AND STATISTICS - Volume II 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 : Lucien M. Le Cam,Jerzy Neyman
Publisher : Univ of California Press
Page : 500 pages
File Size : 43,5 Mb
Release : 2024-03-29
Category : Mathematics
ISBN : 9780520325333

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Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, Volume II, Part II by Lucien M. Le Cam,Jerzy Neyman Pdf

This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1967.

Author : Leonard J. Savage
Publisher : Courier Corporation
Page : 356 pages
File Size : 48,7 Mb
Release : 1972-06-01
Category : Mathematics
ISBN : 0486623491

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The Foundations of Statistics by Leonard J. Savage Pdf

Classic analysis of the subject and the development of personal probability; one of the greatest controversies in modern statistcal thought. New preface and new footnotes to 1954 edition, with a supplementary 180-item annotated bibliography by author. Calculus, probability, statistics, and Boolean algebra are recommended.

Author : Anthony O Hagan
Publisher : Springer Science & Business Media
Page : 303 pages
File Size : 48,5 Mb
Release : 2013-12-01
Category : Science
ISBN : 9789400912113

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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.