Elements of Distribution Theory (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 17)

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Elements of Distribution Theory (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 17) image
ISBN-10:

052184472X

ISBN-13:

9780521844727

Edition: Illustrated
Released: Aug 08, 2005
Format: Hardcover, 528 pages
Related ISBN: 9781107630734

Description:

This detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics, and econometrics. The text uses no measure theory, requiring only a background in calculus and linear algebra. Topics 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 and orthogonal polynomials. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book.

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