Probability With A View Towards Statistics PDF Download
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Author | : J. Hoffman-Jorgensen |
Publisher | : Routledge |
Total Pages | : 432 |
Release | : 2017-11-22 |
Genre | : Mathematics |
ISBN | : 1351421549 |
Download Probability With a View Towards Statistics, Volume II Book in PDF, ePub and Kindle
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 |
Total Pages | : 630 |
Release | : 2017-11-22 |
Genre | : Mathematics |
ISBN | : 1351421581 |
Download Probability With a View Towards Statistics, Volume I Book in PDF, ePub and Kindle
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 | : Chapman and Hall/CRC |
Total Pages | : 1122 |
Release | : 1994-07-01 |
Genre | : Mathematics |
ISBN | : 9780412054211 |
Download Probability With a View Towards Statistics, Two Volume Set Book in PDF, ePub and Kindle
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 | : CRC Press |
Total Pages | : 636 |
Release | : 1994-07-01 |
Genre | : Mathematics |
ISBN | : 9780412052217 |
Download Probability With a View Towards Statistics Book in PDF, ePub and Kindle
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 | : David F. Anderson |
Publisher | : Cambridge University Press |
Total Pages | : 447 |
Release | : 2017-11-02 |
Genre | : Mathematics |
ISBN | : 110824498X |
Download Introduction to Probability Book in PDF, ePub and Kindle
This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.
Author | : Roman Vershynin |
Publisher | : Cambridge University Press |
Total Pages | : 299 |
Release | : 2018-09-27 |
Genre | : Business & Economics |
ISBN | : 1108415199 |
Download High-Dimensional Probability Book in PDF, ePub and Kindle
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author | : J. Hoffman-Jorgensen |
Publisher | : CRC Press |
Total Pages | : 554 |
Release | : 1994-05-15 |
Genre | : Mathematics |
ISBN | : 9780412052316 |
Download Probability With a View Towards Statistics Book in PDF, ePub and Kindle
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 | : Jørgen Hoffmann-Jørgensen |
Publisher | : |
Total Pages | : |
Release | : 1994 |
Genre | : |
ISBN | : |
Download Probability with a View Toward Statistics Book in PDF, ePub and Kindle
Author | : F.M. Dekking |
Publisher | : Springer Science & Business Media |
Total Pages | : 485 |
Release | : 2006-03-30 |
Genre | : Mathematics |
ISBN | : 1846281687 |
Download A Modern Introduction to Probability and Statistics Book in PDF, ePub and Kindle
Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included – this is a modern method missing in many other books
Author | : Kenneth Baclawski |
Publisher | : CRC Press |
Total Pages | : 384 |
Release | : 2008-01-24 |
Genre | : Mathematics |
ISBN | : 9781420065220 |
Download Introduction to Probability with R Book in PDF, ePub and Kindle
Based on a popular course taught by the late Gian-Carlo Rota of MIT, with many new topics covered as well, Introduction to Probability with R presents R programs and animations to provide an intuitive yet rigorous understanding of how to model natural phenomena from a probabilistic point of view. Although the R programs are small in length, they are just as sophisticated and powerful as longer programs in other languages. This brevity makes it easy for students to become proficient in R. This calculus-based introduction organizes the material around key themes. One of the most important themes centers on viewing probability as a way to look at the world, helping students think and reason probabilistically. The text also shows how to combine and link stochastic processes to form more complex processes that are better models of natural phenomena. In addition, it presents a unified treatment of transforms, such as Laplace, Fourier, and z; the foundations of fundamental stochastic processes using entropy and information; and an introduction to Markov chains from various viewpoints. Each chapter includes a short biographical note about a contributor to probability theory, exercises, and selected answers. The book has an accompanying website with more information.