1.

Record Nr.

UNINA9910300148003321

Autore

Kroese Dirk P

Titolo

Statistical Modeling and Computation / / by Dirk P. Kroese, Joshua C.C. Chan

Pubbl/distr/stampa

New York, NY : , : Springer New York : , : Imprint : Springer, , 2014

ISBN

1-4614-8775-7

Edizione

[1st ed. 2014.]

Descrizione fisica

1 online resource (XX, 400 p. 114 illus., 8 illus. in color.) : online resource

Disciplina

519.5

Soggetti

Mathematical statistics - Data processing

Biometry

Statistics

Statistics and Computing

Biostatistics

Statistical Theory and Methods

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Probability Models -- Random Variables and Probability Distributions -- Joint Distributions -- Common Statistical Models -- Statistical Inference -- Likelihood -- Monte Carlo Sampling -- Bayesian Inference -- Generalized Linear Models -- Dependent Data Models -- State Space Models -- References -- Solutions -- MATLAB Primer -- Mathematical Supplement -- Index.

Sommario/riassunto

This textbook on statistical modeling and statistical inference will assist advanced undergraduate and graduate students. Statistical Modeling and Computation provides a unique introduction to modern Statistics from both classical and Bayesian perspectives. It also offers an integrated treatment of Mathematical Statistics and modern statistical computation, emphasizing statistical modeling, computational techniques, and applications. Each of the three parts will cover topics essential to university courses. Part I covers the fundamentals of probability theory. In Part II, the authors introduce a wide variety of classical models that include, among others, linear regression and ANOVA models. In Part III, the authors address the statistical analysis



and computation of various advanced models, such as generalized linear, state-space and Gaussian models. Particular attention is paid to fast Monte Carlo techniques for Bayesian inference on these models. Throughout the book the authors include a large number of illustrative examples and solved problems. The book also features a section with solutions, an appendix that serves as a MATLAB primer, and a mathematical supplement.