Stochastics : introduction to probability and statistics /

This book is a translation of the third edition of the well accepted German textbook 'Stochastik', which presents the fundamental ideas and results of both probability theory and statistics, and comprises the material of a one-year course. The stochastic concepts, models and methods are mo...

Full description

Saved in:
Bibliographic Details
Main Authors: Georgii, Hans-Otto
Corporate Authors: De Gruyter.
Group Author: Baake, Ellen.; Ortgiese, Marcel.
Published: De Gruyter,
Publisher Address: Berlin ;Boston :
Publication Dates: [2008]
©2008
Literature type: eBook
Language: English
Series: De gruyter textbook
Subjects:
Online Access: http://dx.doi.org/10.1515/9783110206760
http://www.degruyter.com/doc/cover/9783110206760.jpg
Summary: This book is a translation of the third edition of the well accepted German textbook 'Stochastik', which presents the fundamental ideas and results of both probability theory and statistics, and comprises the material of a one-year course. The stochastic concepts, models and methods are motivated by examples and problems and then developed and analysed systematically.
Carrier Form: 1 online resource (379pages).
ISBN: 9783110206760
Index Number: QA273
CLC: O211.6
Contents: Frontmatter --
Contents --
I Probability Theory --
1 Principles of Modelling Chance --
2 Stochastic Standard Models --
3 Conditional Probabilities and --
Independence --
4 Expectation and Variance --
5 The Law of Large Numbers and the Central Limit --
Theorem --
6 Markov Chains --
II Statistics --
7 Estimation --
8 Confidence Regions --
9 Around the Normal Distributions --
10 Hypothesis Testing --
11 Asymptotic Tests and Rank Tests --
12 Regression Models and Analysis of --
Variance --
Backmatter