Elements of Distribution Theory (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 17)

Severini, Thomas A.

ISBN 10: 052184472X / ISBN 13: 9780521844727

Edité par Cambridge University Press, 2005

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N° de réf. du vendeur I-9780521844727

Détails bibliographiques

• Titre: Elements of Distribution Theory (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 17)
• Éditeur: Cambridge University Press
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 052184472X
• ISBN à 13 chiffres: 9780521844727
• Reliure: Couverture rigide
• État de l'article: New

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Synopsis

This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics as well as for researchers who use statistical methods. Good backgrounds in calculus and linear algebra are important and a course in elementary mathematical analysis is useful, but not required. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book. Topics covered range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals, orthogonal polynomials and saddlepoint approximations. The emphasis is on topics useful in understanding statistical methodology; thus, parametric statistical models and the distribution theory associated with the normal distribution are covered comprehensively.

À propos de l?auteur

Thomas A. Severini received his PhD in Statistics from the University of Chicago. He is now a Professor of Statistics at Northwestern University. He has also written Likelihood Methods in Statistics. He has published extensively in statistical journals such as Biometrika, the Journal of the American Statistical Association and the Journal of the Royal Statistical Society. He is a member of the Institute of Mathematical Statistics and the American Statistical Association.