Probability With A View Towards Statistics Volume Ii 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 | : 552 |
| Release | : 2017-11-22 |
| Genre | : Mathematics |
| ISBN | : 1351421557 |
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 | : Didier Dacunha-Castelle |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 421 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 1461248701 |
Download Probability and Statistics Book in PDF, ePub and Kindle
How can we predict the future without asking an astrologer? When a phenomenon is not evolving, experiments can be repeated and observations therefore accumulated; this is what we have done in Volume I. However history does not repeat itself. Prediction of the future can only be based on the evolution observed in the past. Yet certain phenomena are stable enough so that observation in a sufficient interval of time gives usable information on the future or the mechanism of evolution. Technically, the keys to asymptotic statistics are the following: laws of large numbers, central limit theorems, and likelihood calculations. We have sought the shortest route to these theorems by neglecting to present the most general models. The future statistician will use the foundations of the statistics of processes and should satisfy himself about the unity of the methods employed. At the same time, we have adhered as closely as possible to present day ideas of the theory of processes. For those who wish to follow the study of probabilities to postgraduate level, it is not a waste of time to begin with the least difficult technical situations. This book for final year mathematics courses is not the end of the matter. It acts as a springboard either for dealing concretely with the problems of the statistics of processes, or viii In trod uction to study in depth the more subtle aspects of probabilities.
| 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 | : 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 | : 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 | : 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 | : Reinhard Viertl |
| Publisher | : EOLSS Publications |
| Total Pages | : 520 |
| Release | : 2009-06-11 |
| Genre | : Mathematics |
| ISBN | : 1848260539 |
Download PROBABILITY AND STATISTICS - Volume II Book in PDF, ePub and Kindle
Probability and Statistics theme is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme with contributions from distinguished experts in the field, discusses Probability and Statistics. Probability is a standard mathematical concept to describe stochastic uncertainty. Probability and Statistics can be considered as the two sides of a coin. They consist of methods for modeling uncertainty and measuring real phenomena. Today many important political, health, and economic decisions are based on statistics. This theme is structured in five main topics: Probability and Statistics; Probability Theory; Stochastic Processes and Random Fields; Probabilistic Models and Methods; Foundations of Statistics, which are then expanded into multiple subtopics, each as a chapter. These three volumes are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs.
