Elements of Distribution Theory (Hardcover)

Thomas A. Severini

ISBN 10: 052184472X / ISBN 13: 9780521844727

Editore: Cambridge University Press, Cambridge, 2005

Riguardo questo articolo

Hardcover. 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. This detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics, and econometrics. The text uses no measure theory, requiring only a background in calculus and linear algebra. Topics 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 and orthogonal polynomials. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Codice articolo 9780521844727

Dati bibliografici

• Titolo: Elements of Distribution Theory (Hardcover)
• Editore: Cambridge University Press, Cambridge
• Data di pubblicazione: 2005
• Lingua: Inglese
• ISBN 10: 052184472X
• ISBN 13: 9780521844727
• Rilegatura: Hardcover
• Condizione: new

Descrizione articolo

Riassunto

This introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics and researchers using statistical methods.

Informazioni sull?autore

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.