1.

Record Nr.

UNINA9910818428503321

Autore

Rohatgi V. K. <1939->

Titolo

An introduction to probability and statistics [[electronic resource]]

Pubbl/distr/stampa

New York, : Wiley, c2001

ISBN

1-283-28002-7

9786613280022

1-118-16567-5

1-118-16568-3

Edizione

[2nd ed. /]

Descrizione fisica

1 online resource (747 p.)

Collana

Wiley series in probability and statistics. Texts and references section

Altri autori (Persone)

SalehA. K. Md. Ehsanes

RohatgiV. K. <1939->

Disciplina

519.2

Soggetti

Probabilities

Mathematical statistics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Originally published: Introduction to probability theory and mathematical statistics. New York : Wiley, c1976, in series: Wiley series in probability and mathematical statistics.

"A Wiley-Interscience publication."

Nota di bibliografia

Includes bibliographical references (p. 663-667) and indexes.

Nota di contenuto

An Introduction to Probability and Statistics; Contents; Preface to the Second Edition; Preface to the First Edition; 1. Probability; 1.1 Introduction; 1.2 Sample Space; 1.3 Probability Axioms; 1.4 Combinatorics: Probability on Finite Sample Spaces; 1.5 Conditional Probability and Bayes Theorem; 1.6 Independence of Events; 2. Random Variables and Their Probability Distributions; 2.1 Introduction; 2.2 Random Variables; 2.3 Probability Distribution of a Random Variable; 2.4 Discrete and Continuous Random Variables; 2.5 Functions of a Random Variable; 3. Moments and Generating Functions

3.1 Introduction3.2 Moments of a Distribution Function; 3.3 Generating Functions; 3.4 Some Moment Inequalities; 4. Multiple Random Variables; 4.1 Introduction; 4.2 Multiple Random Variables; 4.3 Independent Random Variables; 4.4 Functions of Several Random Variables; 4.5 Covariance, Correlation, and Moments; 4.6 Conditional Expectation; 4.7 Order Statistics and Their Distributions; 5. Some Special Distributions; 5.1 Introduction; 5.2 Some Discrete Distributions;



5.3 Some Continuous Distributions; 5.4 Bivariate and Multivariate Normal Distributions; 5.5 Exponential Family of Distributions

6. Limit Theorems6.1 Introduction; 6.2 Modes of Convergence; 6.3 Weak Law of Large Numbers; 6.4 Strong Law of Large Numbers; 6.5 Limiting Moment Generating Functions; 6.6 Central Limit Theorem; 7. Sample Moments and Their Distributions; 7.1 Introduction; 7.2 Random Sampling; 7.3 Sample Characteristics and Their Distributions; 7.4 Chi-Square, t-, and F-Distributions: Exact Sampling Distributions; 7.5 Large-Sample Theory; 7.6 Distribution of (X, S2) in Sampling from a Normal Population; 7.7 Sampling from a Bivariate Normal Distribution,; 8. Parametric Point Estimation; 8.1 Introduction

8.2 Problem of Point Estimation8.3 Sufficiency, Completeness, and Ancillarity; 8.4 Unbiased Estimation; 8.5 Unbiased Estimation (Continued): Lower Bound for the Variance of an Estimator; 8.6 Substitution Principle (Method of Moments); 8.7 Maximum Likelihood Estimators; 8.8 Bayes and Minimax Estimation; 8.9 Principle of Equivariance; 9. Neyman-Pearson Theory of Testing of Hypotheses; 9.1 Introduction; 9.2 Some Fundamental Notions of Hypotheses Testing; 9.3 Neyman-Pearson Lemma; 9.4 Families with Monotone Likelihood Ratio; 9.5 Unbiased and Invariant Tests; 9.6 Locally Most Powerful Tests

10. Some Further Results of Hypothesis Testing10.1 Introduction; 10.2 Generalized Likelihood Ratio Tests; 10.3 Chi-Square Tests; 10.4 t-Tests; 10.5 F-Tests; 10.6 Bayes and Minimax Procedures; 11. Confidence Estimation; 11.1 Introduction; 11.2 Some Fundamental Notions of Confidence Estimation; 11.3 Methods of Finding Confidence Intervals; 11.4 Shortest-Length Confidence Intervals; 11.5 Unbiased and Equivariant Confidence Intervals; 12. General Linear Hypothesis; 12.1 Introduction; 12.2 General Linear Hypothesis; 12.3 Regression Model; 12.4 One-Way Analysis of Variance

12.5 Two-Way Analysis of Variance with One Observation per Cell

Sommario/riassunto

The second edition of a well-received book that was published 24 years ago and continues to sell to this day, An Introduction to Probability and Statistics is now revised to incorporate new information as well as substantial updates of existing material.