Probability With a View Towards Statistics, Volume I: 001 (Chapman & Hall/CRC Probability Series) - Tapa dura

Libro 1 de 2: Chapman & Hall/CRC Probability

Hoffman-Jorgensen, J.

 
9780412052217: Probability With a View Towards Statistics, Volume I: 001 (Chapman & Hall/CRC Probability Series)
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ISBN 10: 0412052210 ISBN 13: 9780412052217
Editorial: Chapman and Hall/CRC, 1994

Sinopsis

Volume I of this two-volume text and reference work begins by providing a foundation in measure and integration theory. It then offers a systematic introduction to probability theory, and in particular, those parts that are used in statistics. This volume discusses the law of large numbers for independent and non-independent random variables, transforms, special distributions, convergence in law, the central limit theorem for normal and infinitely divisible laws, conditional expectations and martingales. Unusual topics include the uniqueness and convergence theorem for general transforms with characteristic functions, Laplace transforms, moment transforms and generating functions as special examples. The text contains substantive applications, e.g., epidemic models, the ballot problem, stock market models and water reservoir models, and discussion of the historical background. The exercise sets contain a variety of problems ranging from simple exercises to extensions of the theory.

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Acerca del autor

J. Hoffman-Jorgensen

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Editorial
Chapman and Hall/CRC
Año de publicación
1994
Idioma
Inglés
ISBN 10 
0412052210
ISBN 13 
9780412052217
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
630
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
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