Hung T. Nguyen, Gerald S. Rogers

Fundamentals of Mathematical Statistics

Probability for Statistics

• Broschiertes Buch

Produktbeschreibung

This is the first half of a text for a two semester course in mathematical statistics at the senior/graduate level for those who need a strong background in statistics as an essential tool in their career. To study this text, the reader needs a thorough familiarity with calculus including such things as Jacobians and series but somewhat less intense familiarity with matrices including quadratic forms and eigenvalues. For convenience, these lecture notes were divided into two parts: Volume I, Probability for Statistics, for the first semester, and Volume II, Statistical Inference, for the second. We suggest that the following distinguish this text from other introductions to mathematical statistics. 1. The most obvious thing is the layout. We have designed each lesson for the (U.S.) 50 minute class; those who study independently probably need the traditional three hours for each lesson. Since we have more than (the U.S. again) 90 lessons, some choices have to be made. In the tableof contents, we have used a _ to designate those lessons which are "interesting but not essential" (INE) and may be omitted from a general course; some exercises and proofs in other lessons are also "INE". We have made lessons of some material which other writers might stuff into appendices. Incorporating this freedom of choice has led to some redundancy, mostly in definitions, which may be beneficial.

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Produktdetails

• Springer Texts in Statistics
• Verlag: Springer / Springer New York / Springer, Berlin
• Artikelnr. des Verlages: 978-1-4612-6984-7
• Softcover reprint of the original 1st ed. 1989
• Seitenzahl: 448
• Erscheinungstermin: 12. Oktober 2012
• Englisch
• Abmessung: 235mm x 155mm x 25mm
• Gewicht: 673g
• ISBN-13: 9781461269847
• ISBN-10: 1461269849
• Artikelnr.: 37478064

Autorenporträt

Hung T. Nguyen is a professor of Mathematical Sciences at New Mexico State University, USA.

Inhaltsangabe

I:Elementary Probability and Statistics.- 1 Relative frequency.- 2 Sample spaces.- * 3 Some rules about sets (see footnote).- 4 The counting function for finite sets.- 5 Probability on finite sample spaces.- * 6 Ordered selections.- * 7 Unordered selections.- 8 Some uniform probability spaces.- 9 Conditional probability/independence.- * 10 Bayes' rule.- 11 Random variables.- 12 Expectation.- 13 A hypergeometric distribution.- * 14 Sampling and simulation.- 15 Testing simple hypotheses.- * 16 An acceptance sampling plan.- 17 The binomial distribution.- * 18 Matching and catching.- 19 Confidence intervals for a Bernoulli ?.- 20 The Poisson distribution.- * 21 The negative binomial distribution.- II:Probability and Expectation.- 1 Some set theory.- 2 Basic probability theory.- 3 The cumulative distribution function.- 4 Some continuous CDFs.- 5 The normal distribution.- 6 Some algebra of random variables.- 7 Convergence of sequences of random variables.- 8 Convergence almost surely and in probability.- 9 Integration-I.- * 10 Integration-II.- 11 Theorems for expectation.- 12 Stieltjes integrals.- 13 Product measures and integrals.- III:Limiting Distributions.- 1 Joint distributions: discrete.- 2 Conditional distributions: discrete.- 3 Joint distributions: continuous.- 4 Conditional distributions: continuous.- 5 Expectation: examples.- 6 Convergence in mean, in distribution.- * 7 Other relations in modes of convergence.- 8 Laws of large numbers.- 9 Convergence of sequences of distribution functions.- 10 Convergence of sequences of integrals.- 11 On the sum of random variables.- 12 Characteristic functions-I.- 13 Characteristic functions-II.- 14 Convergence of sequences of characteristic functions.- 15 Central limit theorems.- References.

Rezensionen

"This two-volume text is designed for a two-semester course in mathematical statistics at the senior/graduate level... The authors have succeeded in presenting the material with clarity and enough details of analytical niceties." (Mathematical Reviews)