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The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists.
The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists.
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Autorenporträt
Morris DeGroot (now deceased) was a great statistician and gentleman of the 20th Century. Says friend and coworker Joseph B. ("Jay") Kadane of DeGroot in the Foreword. He was an institutional builder, as founder of the Statistics Department at Carnegie Mellon University and as first Executive Editor of Statistical Science. He was a wonderful colleague and friend, always ready for a chat about principles, a research problem, a departmental problem, a reference, or personal advice.
Inhaltsangabe
Foreword vii Preface ix Part One. Survey of Probability Theory Chapter 1. Introduction 3 Chapter 2. Experiments, Sample Spaces, and Probability 6 Chapter 3. Random Variables, Random Vectors, and Distribution Functions 16 Chapter 4. Some Special Univariate Distributions 33 Chapter 5. Some Special Multivariate Distributions 48 Part Two. Subjective Probability and Utility Chapter 6. Subjective Probability 69 Chapter 7. Utility 86 Part Three. Statistical Decision Problems Chapter 8. Decision Problems 121 Chapter 9. Conjugate Prior Distributions 155 Chapter 10. Limiting Posterior Distributions 190 Chapter 11. Estimation, Testing Hypotheses, and linear Statistical Models 226 Part Four. Sequential Decisions Chapter 12. Sequential Sampling 267 Chapter 13. Optimal Stopping 324 Chapter 14. Sequential Choice of Experiments 385 References 447 Supplementary Bibliography 466 Name Index 475 Subject Index 481
Foreword vii Preface ix Part One. Survey of Probability Theory Chapter 1. Introduction 3 Chapter 2. Experiments, Sample Spaces, and Probability 6 Chapter 3. Random Variables, Random Vectors, and Distribution Functions 16 Chapter 4. Some Special Univariate Distributions 33 Chapter 5. Some Special Multivariate Distributions 48 Part Two. Subjective Probability and Utility Chapter 6. Subjective Probability 69 Chapter 7. Utility 86 Part Three. Statistical Decision Problems Chapter 8. Decision Problems 121 Chapter 9. Conjugate Prior Distributions 155 Chapter 10. Limiting Posterior Distributions 190 Chapter 11. Estimation, Testing Hypotheses, and linear Statistical Models 226 Part Four. Sequential Decisions Chapter 12. Sequential Sampling 267 Chapter 13. Optimal Stopping 324 Chapter 14. Sequential Choice of Experiments 385 References 447 Supplementary Bibliography 466 Name Index 475 Subject Index 481
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