Mathematical Statistics: An Introduction - Couverture souple

Pestman, Wiebe R.

 
9783110153569: Mathematical Statistics: An Introduction

Synopsis

This book provides a first introduction to mathematical statistics. The text arose from a series of lectures given at the University of Nijmegen (Holland) and is intended for students who already have some basic mathematical background. The text covers compulsory fundamental topics like estimation theory, sufficiency, hypothesis testing, analysis of variance, and non-parametric methods. Moreover, there are also introductory sections about the Kolmogorov-Smirnov test, von Mises differentiation, influence functions, robustness, metrics on sets of distribution functions, smoothing techniques, bootstrap methods, and density estimation. The final chapters of the book contains a first course in vectorial statistics and multiple regression analysis. As a rule, theorems are proved in a mathematically rigorous way. Many examples and exercises are included. There is an accompanying volume, in which completely worked through solutions to all exercises can be found. Both books are very suitable for self-study.

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Présentation de l'éditeur

This textbook provides a broad and solid introduction to mathematical statistics, including the classical subjects hypothesis testing, normal regression analysis, and normal analysis of variance. In addition, non-parametric statistics and vectorial statistics are considered, as well as applications of stochastic analysis in modern statistics, e.g., Kolmogorov-Smirnov testing, smoothing techniques, robustness and density estimation. For students with some elementary mathematical background. With many exercises. Updated, complete Solutions Manual available on request Prerequisites from measure theory and linear algebra are presented.

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Autres éditions populaires du même titre

9783110153576: Mathematical Statistics: An Introduction

Edition présentée

ISBN 10 :  3110153572 ISBN 13 :  9783110153576
Editeur : De Gruyter, 1998
Couverture rigide