Deshmukh shailaja (92 risultati)

Soft cover. Condizione: New. Actuarial science is an interdisciplinary science comprising four subjectsmathematics, statistics, economics and finance. Statistics plays a key role in laying the foundation of actuarial calculations taking into account the uncertainty in the mortality pattern of society and under varying economic conditions. In the first edition of the book, we introduced some basic concepts related to computation of premiums and reserves for some standard life insurance products adopting a rigorous mathematical approach underlying the theoretical concepts. These were supported by numerical computations with R software. In this revised second edition of the book, the theoretical development has not been changed much. However, the role of R software has been extended. In each chapter, computational exercises based on R software are included to provide a hands-on experience to students. Another novel feature of this edition is the inclusion of over 160 multiple choice questions for which answers are provided. The main aim of this textbook is to provide a thorough treatment of basic techniques, theoretically and computationally using R, so that it will be suitable for self-study, particularly in the present era of online education.…

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: As New. Unread book in perfect condition.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: New. New.

Paperback. Condizione: New.

Condizione: New.

Paperback. Condizione: new. Paperback. The book presents the fundamental concepts from asymptotic statistical inference theory, elaborating on some basic large sample optimality properties of estimators and some test procedures. The most desirable property of consistency of an estimator and its large sample distribution, with suitable normalization, are discussed, the focus being on the consistent and asymptotically normal (CAN) estimators. It is shown that for the probability models belonging to an exponential family and a Cramer family, the maximum likelihood estimators of the indexing parameters are CAN. The book describes some large sample test procedures, in particular, the most frequently used likelihood ratio test procedure. Various applications of the likelihood ratio test procedure are addressed, when the underlying probability model is a multinomial distribution. These include tests for the goodness of fit and tests for contingency tables. The book also discusses a score test and Walds test, their relationship with the likelihood ratio test and Karl Pearsons chi-square test. An important finding is that, while testing any hypothesis about the parameters of a multinomial distribution, a score test statistic and Karl Pearsons chi-square test statistic are identical. Numerous illustrative examples of differing difficulty level are incorporated to clarify the concepts. For better assimilation of the notions, various exercises are included in each chapter. Solutions to almost all the exercises are given in the last chapter, to motivate students towards solving these exercises and to enable digestion of the underlying concepts. The concepts from asymptotic inference are crucial in modern statistics, but are difficult to grasp in view of their abstract nature. To overcome this difficulty, keeping up with the recent trend of using R software for statistical computations, the book uses it extensively, for illustrating the concepts, verifying the properties of estimators andcarrying out various test procedures. The last section of the chapters presents R codes to reveal and visually demonstrate the hidden aspects of different concepts and procedures. Augmenting the theory with R software is a novel and a unique feature of the book. The book is designed primarily to serve as a text book for a one semester introductory course in asymptotic statistical inference, in a post-graduate program, such as Statistics, Bio-statistics or Econometrics. It will also provide sufficient background information for studying inference in stochastic processes. The book will cater to the need of a concise but clear and student-friendly book introducing, conceptually and computationally, basics of asymptotic inference. The book presents the fundamental concepts from asymptotic statistical inference theory, elaborating on some basic large sample optimality properties of estimators and some test procedures. The book also discusses a score test and Walds test, their relationship with the likelihood ratio test and Karl Pearsons chi-square test. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condizione: New. In English.

Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condizione: New.

Condizione: New. In English.

Condizione: New. 2024. paperback. . . . . .

Condizione: As New. Unread book in perfect condition.

PF. Condizione: New.

Paperback. Condizione: Brand New. 448 pages. 7.09x7.09x0.59 inches. In Stock.

Condizione: New. pp. 238.

Condizione: New.

Condizione: New. In English.

Condizione: New.

Hardcover. Condizione: Brand New. 2012 edition. 236 pages. 9.20x6.30x0.70 inches. In Stock.

Condizione: New. 2024. paperback. . . . . . Books ship from the US and Ireland.

Condizione: As New. Unread book in perfect condition.

Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New. pp. 529.

Condizione: New. pp. 529.

Condizione: New. A brand new book in pristine condition. Showing zero signs of shelf wear, creases, or damage.