Mathematical Methods of Statistics. (PMS-9)

In this text about statistical mathematical theory, Harald Cramer joins two major lines of development in the field: while British and American statisticians were developing the science of statistical inference, French and Russian probablists transformed the classical calculus of probability into a rigorous and purely mathematical theory. The result of Cramer's work is an exposition of the mathematical methods of modern statistics that set the standard that others have since sought to follow. The first part of the book 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.