Holdings: Multivariate probability

Multivariate probability:

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Bibliographic Details
Main Author:	McColl, John H. (Author)
Format:	Book
Language:	English
Published:	London Arnold 2004
Edition:	1. publ.
Series:	Arnold texts in statistics
Subjects:	Multivariate Wahrscheinlichkeitsverteilung Einführung
Online Access:	Inhaltsverzeichnis
Item Description:	Auch angekündigt als: McColl, John H.: Multivariate probability and stochastic processes
Physical Description:	X, 304 S. graph. Darst.
ISBN:	0340719966

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MARC


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Record in the Search Index

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adam_text	^FRFPHAE ? *.-. .Y N , CONTENTS IOT »W MOHFIRT »NOIT-I? SERIES PREFACE VII PREFACE IX 1 FUNDAMENTALS OF PROBABILITY 1 1.1 MODELLING UNCERTAINTY 1 1.2 THE AXIOMS OF PROBABILITY 6 1.3 CONDITIONAL PROBABILITY 14 SUMMARY 26 2 RANDOM VARIABLES 27 2.1 BASIC DEFINITIONS 27 2.2 EXPECTED VALUE AND VARIANCE 44 2.3 THE MOMENT-GENERATING FUNCTION 56 SUMMARY 62 3 TRANSFORMING AND SIMULATING RANDOM VARIABLES ,^ 63 3.1 FUNCTIONS OF A RANDOM VARIABLE 63 3.2 EXPECTED VALUE AND VARIANCE OF A FUNCTION OF A RANDOM VARIABLE 71 3.3 SIMULATION USING THE INVERSE DISTRIBUTION FUNCTION 75 SUMMARY 83 4 BIVARIATE DISTRIBUTIONS 85 4.1 JOINT AND MARGINAL DISTRIBUTIONS 85 4.2 CONDITIONAL DISTRIBUTIONS AND INDEPENDENCE 95 4.3 ITERATED EXPECTATION AND VARIANCE 114 4.4 THE BIVARIATE NORMAL DISTRIBUTION AND REGRESSION 122 R SUMMARY 130 5 RANDOM VECTORS * 131 5.1 JOINT AND MARGINAL DISTRIBUTIONS 131 5.2 INDEPENDENCE AND CONDITIONAL DISTRIBUTIONS 150 5.3 MORE ABOUT CORRELATION 163 5.4 THE JOINT MOMENT-GENERATING FUNCTION 168 SUMMARY N 176 VI CONTENTS 6 SEQUENCES OF RANDOM VARIABLES 6.1 SUMS AND AVERAGES OF RANDOM VARIABLES 0.2 LIMIT THEOREMS AND CONVERGENCE SUMMARY 7 FUNCTIONS OF A RANDOM VECTOR 7.1 FUNCTIONS OF DISCRETE RANDOM VARIABLES 1.2 FUNCTIONS OF A CONTINUOUS RANDOM VECTOR /* 5 ORDER STATISTICS 7.4 SOME FURTHER METHODS OF SIMULATION SUMMARY 8 THE MULTIVARIATE NORMAL DISTRIBUTION 8 2 TCNH . ARACTE 5 IZIN G THE *LTIVARIATE NORMAL DISTRIBUTION 8.2 INDEPENDENCE AND ASSOCIATION SUMMARY 9 SAMPLING 9.1 SAMPLING WITH AND WITHOUT REPLACEMENT 9.2 MULTIVARIATE SAMPLING DISTRIBUTIONS 9~3 THE NORMAL LINEAR MODEL SUMMARY APPENDIX A - USEFUL MATHEMATICAL RESULTS AI SOME IMPORTANT SERIES A2 GAMMA AND BETA FUNCTIONS A3 EIGENVALUES AND EIGENVECTORS OF MATRICES A4 POSITIVE DEFINITE MATRICES A5 SYMMETRIE IDEMPOTENT MATRICES A6 MISCELLANEOUS MATRIX RESULTS APPENDIX B - SOME STATISTICAL TABLES BL TABLE OF RANDOM DIGITS B2 TABLE OF THE STANDARD NORMAL DISTRIBUTION FUNETION HINTS AND SOLUTIONS FOR SELECTED EXERCISES REFERENCES INDEX
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spelling	McColl, John H. Verfasser aut Multivariate probability John H. McColl Multivariate probability and stochastic processes 1. publ. London Arnold 2004 X, 304 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Arnold texts in statistics Auch angekündigt als: McColl, John H.: Multivariate probability and stochastic processes Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd rswk-swf (DE-588)4151278-9 Einführung gnd-content Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008476120&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
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subject_GND	(DE-588)4205373-0 (DE-588)4151278-9
title	Multivariate probability
title_alt	Multivariate probability and stochastic processes
title_auth	Multivariate probability
title_exact_search	Multivariate probability
title_full	Multivariate probability John H. McColl
title_fullStr	Multivariate probability John H. McColl
title_full_unstemmed	Multivariate probability John H. McColl
title_short	Multivariate probability
title_sort	multivariate probability
topic	Multivariate Wahrscheinlichkeitsverteilung (DE-588)4205373-0 gnd
topic_facet	Multivariate Wahrscheinlichkeitsverteilung Einführung
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008476120&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT mccolljohnh multivariateprobability AT mccolljohnh multivariateprobabilityandstochasticprocesses

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