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...
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Main Authors: | |
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Corporate Authors: | |
Group Author: | ; |
Published: |
De Gruyter,
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Publisher Address: | Berlin ;Boston : |
Publication Dates: |
[2008] ©2008 |
Literature type: | eBook |
Language: | English |
Series: |
De gruyter textbook
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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 |