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.
General
Imprint: |
Cambridge UniversityPress
|
Country of origin: |
United Kingdom |
Series: |
Cambridge Series in Statistical and Probabilistic Mathematics |
Release date: |
October 2011 |
First published: |
October 2011 |
Authors: |
Thomas A. Severini
|
Dimensions: |
244 x 165 x 28mm (L x W x T) |
Format: |
Paperback - Trade
|
Pages: |
528 |
Edition: |
New |
ISBN-13: |
978-1-107-63073-4 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
1-107-63073-8 |
Barcode: |
9781107630734 |
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