Probability With a View Towards Statistics, Volume I
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A01=J. Hoffman-Jorgensen
advanced probability for statistics
Author_J. Hoffman-Jorgensen
Board Game
Brownian Motions
Category=PBT
Cauchy Sequence
central limit theorem
Chance Games
Conditional Expectation
Countable Dense Subset
De Moivre
De Vetula
Dice Games
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Extended Real Line
Finite Non-empty Subsets
Frequential Probability
Hyper-exponential Distribution
Int
integration techniques
J. Hoffmann-JRgensen
John Graunt
law of large numbers
Lim Inf
Lower Semicontinuous
Lower Semicontinuous Functions
martingale processes
Measurable Function
measure theory foundations
Metric Space
Polish Space
Random Function
Topologically Equivalent
Young Man
Product details
- ISBN 9780412052217
- Weight: 1330g
- Dimensions: 152 x 229mm
- Publication Date: 01 Jul 1994
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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Volume I of this two-volume text and reference work begins by providing a foundation in measure and integration theory. It then offers a systematic introduction to probability theory, and in particular, those parts that are used in statistics. This volume discusses the law of large numbers for independent and non-independent random variables, transforms, special distributions, convergence in law, the central limit theorem for normal and infinitely divisible laws, conditional expectations and martingales. Unusual topics include the uniqueness and convergence theorem for general transforms with characteristic functions, Laplace transforms, moment transforms and generating functions as special examples. The text contains substantive applications, e.g., epidemic models, the ballot problem, stock market models and water reservoir models, and discussion of the historical background. The exercise sets contain a variety of problems ranging from simple exercises to extensions of the theory.
