This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics as well as for researchers who use statistical methods. Good backgrounds in calculus and linear algebra are important and a course in elementary mathematical analy...

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Bibliographic Details

Main Author:	Severini, Thomas A. 1959- (Author)
Format:	Electronic eBook
Language:	English
Published:	Cambridge Cambridge University Press 2005
Series:	Cambridge series on statistical and probabilistic mathematics 17
Subjects:	Distribution (Probability theory) Wahrscheinlichkeitsverteilung Lehrbuch
Online Access:	BSB01 FHN01 Volltext
Summary:	This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics as well as for researchers who use statistical methods. Good backgrounds in calculus and linear algebra are important and a course in elementary mathematical analysis is useful, but not required. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book. Topics covered 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, orthogonal polynomials and saddlepoint approximations. The emphasis is on topics useful in understanding statistical methodology; thus, parametric statistical models and the distribution theory associated with the normal distribution are covered comprehensively
Item Description:	Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Physical Description:	1 online resource (xii, 515 pages)
ISBN:	9780511610547
DOI:	10.1017/CBO9780511610547