Probability and Statistical Inference

Regular price €61.50
A01=Nitis Mukhopadhyay
Approximate Pivot
Author_Nitis Mukhopadhyay
Behrens Fisher Problem
Bivariate Normal
Bounded Risk Point Estimation
Category=PBT
Category=PBTB
Central limit theorem
Confidence Coefficient
Confidence Interval
Confidence Interval Estimator
Cornish-Fisher expansions
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Fixed Width Confidence Interval
Fixed Width Confidence Interval Procedure
HPD Credible Interval
Iid Random Variables
Implementable Form
LR Test
Minimal Sufficient Statistic
MLR Property
MP Test
National Academy
Null Hypothesis
Optimal Fixed Sample Size
Pilot Sample Size
Posterior Distribution
Posterior PDF.
Probability rigorous theory
Probability theory
Simple Null Hypothesis
Statistical inference
Ump Test

Product details

  • ISBN 9780367659493
  • Weight: 660g
  • Dimensions: 152 x 229mm
  • Publication Date: 30 Sep 2020
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Paperback
Delivery/Collection within 10-20 working days

Our Delivery Time Frames Explained
2-4 Working Days: Available in-stock

10-20 Working Days: On Backorder

Will Deliver When Available: On Pre-Order or Reprinting

We ship your order once all items have arrived at our warehouse and are processed. Need those 2-4 day shipping items sooner? Just place a separate order for them!

Priced very competitively compared with other textbooks at this level!
This gracefully organized textbook reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, numerous figures and tables, and computer simulations to develop and illustrate concepts.

Beginning with an introduction to the basic ideas and techniques in probability theory and progressing to more rigorous topics, Probability and Statistical Inference

  • studies the Helmert transformation for normal distributions and the waiting time between failures for exponential distributions
  • develops notions of convergence in probability and distribution
  • spotlights the central limit theorem (CLT) for the sample variance
  • introduces sampling distributions and the Cornish-Fisher expansions
  • concentrates on the fundamentals of sufficiency, information, completeness, and ancillarity
  • explains Basu's Theorem as well as location, scale, and location-scale families of distributions
  • covers moment estimators, maximum likelihood estimators (MLE), Rao-Blackwellization, and the Cramér-Rao inequality
  • discusses uniformly minimum variance unbiased estimators (UMVUE) and Lehmann-Scheffé Theorems
  • focuses on the Neyman-Pearson theory of most powerful (MP) and uniformly most powerful (UMP) tests of hypotheses, as well as confidence intervals
  • includes the likelihood ratio (LR) tests for the mean, variance, and correlation coefficient
  • summarizes Bayesian methods
  • describes the monotone likelihood ratio (MLR) property
  • handles variance stabilizing transformations
  • provides a historical context for statistics and statistical discoveries
  • showcases great statisticians through biographical notes

    Employing over 1400 equations to reinforce its subject matter, Probability and Statistical Inference is a groundbreaking text for first-year graduate and upper-level undergraduate courses in probability and statistical inference who have completed a calculus prerequisite, as well as a supplemental text for classes in Advanced Statistical Inference or Decision Theory.
  • Nitis Mukhopadhyay