UID:
almafu_9959242710802883
Format:
1 online resource (xii, 515 pages) :
,
digital, PDF file(s).
ISBN:
1-107-15199-6
,
1-281-10852-9
,
9786611108526
,
0-511-34485-6
,
0-511-34447-3
,
0-511-34408-2
,
0-511-56765-0
,
0-511-61054-8
,
0-511-34519-4
Series Statement:
Cambridge series in statistical and probabilistic mathematics
Content:
This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics as well as for researchers who use statistical methods. Good backgrounds in calculus and linear algebra are important and a course in elementary mathematical analysis is useful, but not required. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book. Topics covered 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, orthogonal polynomials and saddlepoint approximations. The emphasis is on topics useful in understanding statistical methodology; thus, parametric statistical models and the distribution theory associated with the normal distribution are covered comprehensively.
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
,
Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; 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 Approximations to the Distributions of More General Statistics
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14 Higher-Order Asymptotic ApproximationsAppendix 1 Integration with Respect to a Distribution Function; Appendix 2 Basic Properties of Complex Numbers; Appendix 3 Some Useful Mathematical Facts; References; Name Index; Subject Index
,
English
Additional Edition:
ISBN 1-107-63073-8
Additional Edition:
ISBN 0-521-84472-X
Language:
English
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