Probability With a View Towards Statistics, Volume II

Nonfiction, Science & Nature, Mathematics, Probability, Statistics
Cover of the book Probability With a View Towards Statistics, Volume II by J. Hoffman-Jorgensen, CRC Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: J. Hoffman-Jorgensen ISBN: 9781351421546
Publisher: CRC Press Publication: November 22, 2017
Imprint: Routledge Language: English
Author: J. Hoffman-Jorgensen
ISBN: 9781351421546
Publisher: CRC Press
Publication: November 22, 2017
Imprint: Routledge
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from CRC Press

Cover of the book Ultra-Clean Technology Handbook by J. Hoffman-Jorgensen
Cover of the book Biological Wastewater Treatment Processes by J. Hoffman-Jorgensen
Cover of the book The Organization and Management of Construction by J. Hoffman-Jorgensen
Cover of the book Modern Methods of Valuation by J. Hoffman-Jorgensen
Cover of the book Decision-Making in Environmental Health by J. Hoffman-Jorgensen
Cover of the book Advances in Construction ICT and e-Business by J. Hoffman-Jorgensen
Cover of the book Sparse Optimization Theory and Methods by J. Hoffman-Jorgensen
Cover of the book Electronic Systems Maintenance Handbook by J. Hoffman-Jorgensen
Cover of the book Real Estate and Urban Development in South America by J. Hoffman-Jorgensen
Cover of the book Mathematical Logic by J. Hoffman-Jorgensen
Cover of the book Valuation of Hotels for Investors by J. Hoffman-Jorgensen
Cover of the book Opportunistic Networking by J. Hoffman-Jorgensen
Cover of the book The Flavonoids Advances in Research Since 1986 by J. Hoffman-Jorgensen
Cover of the book Procedure Manual for the Diagnosis of Intestinal Parasites by J. Hoffman-Jorgensen
Cover of the book Rock Mechanics and Engineering Volume 5 by J. Hoffman-Jorgensen
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy