Thomas A. Severini

Elements of Distribution Theory

• Broschiertes Buch

Produktbeschreibung

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 arecovered comprehensively. 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.

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Produktdetails

• Cambridge Series in Statistical and Probabilistic Mathematics .17
• Verlag: Cambridge University Press
• Seitenzahl: 528
• Erscheinungstermin: 16. Dezember 2013
• Englisch
• Abmessung: 254mm x 178mm x 29mm
• Gewicht: 836g
• ISBN-13: 9781107630734
• ISBN-10: 1107630738
• Artikelnr.: 34228404

Autorenporträt

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.

Inhaltsangabe

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.

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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.