In this classic of statistical mathematical theory, Harald Cramér joins the two major lines of development in the field: while British and American statisticians were developing the science of statistical inference, French and Russian probabilitists transformed the classical calculus of probability into a rigorous and pure mathematical theory. The result of Cramér's work is a masterly exposition of the mathematical methods of modern statistics that set the standard that others have since sought to follow.
For anyone with a working knowledge of undergraduate mathematics the book is self contained. The first part is an introduction to the fundamental concept of a distribution and of integration with respect to a distribution. The second part contains the general theory of random variables and probability distributions while the third is devoted to the theory of sampling, statistical estimation, and tests of significance.
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Harald Cramér was Professor of Actuarial Mathematics and Mathematical Statistics, and director of the Institute of Mathematical Statistics at the University of Stockholm.
Pt. 1 | Mathematical Introduction | |
Sets of Points | 3 | |
Theory of Measure and Integration in R[subscript 1] | 19 | |
Theory of Measure and Integration in R[subscript n] | 76 | |
Various Questions | 89 | |
Pt. 2 | Random Variables and Probability Distributions | |
Foundations | 137 | |
Variables and Distributions in R[subscript 1] | 166 | |
Variables and Distributions in R[subscript n] | 260 | |
Pt. 3 | Statistical Inference | |
Generalities | 323 | |
Sampling Distributions | 341 | |
Tests of Significance, I | 416 | |
Theory of Estimation | 473 | |
Tests of Significance, II | 525 | |
Table 1 | The Normal Distribution | 557 |
Table 2 | The Normal Distribution | 557 |
Table 3 | The x[superscript 2]-Distribution | 559 |
Table 4 | The t-Distribution | 560 |
List of References | 561 | |
Index | 571 |
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