Analytical methods in probability theory : : proceedings of the conference held at Oberwolfach, Germany, June 9-14, 1980 / / edited by Daniel Dugue, E. Lukacs, and V. K. Rohatgi |
Edizione | [1st ed. 1981.] |
Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1989] |
Descrizione fisica | 1 online resource (X, 186 p.) |
Disciplina | 519.2 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Mathematics
Distribution (Probability theory) |
ISBN |
0-387-10823-8
3-540-36785-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Reduction of weak limit problems by transformations -- Characterizations of unimodal distribution functions -- Random sampling from a continuous parameter stochastic process -- On a test for goodness-of-fit based on the empirical probability measure of Foutz and testing for exponentiality -- A theorem of Deny with applications to characterization problems -- Multivariate tests of independence -- Local limit theorem for sample extremes -- On a simultaneous characterization of the poisson law and the gamma distribution -- Self-decomposable discrete distributions and branching processes -- An application of the method of moments to the central limit theorem on hyperbolic spaces -- Convergences stochastiques des processus ponctuels composes a signe -- Decomposition of probability measures on locally compact abelian groups -- Problemes classiques de probabilite sur un couple de Gelfand -- Construction of characterization theorems -- Local time and invariance -- On the rate of convergence in the central limit theorem -- Almost certain behavior of row sums of double arrays -- Extensions of Lukacs’ characterization of the gamma distribution -- On the unimodality of infinitely divisible distribution functions II. |
Record Nr. | UNISA-996466636903316 |
Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1989] | ||
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Lo trovi qui: Univ. di Salerno | ||
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An introduction to probability and statistics [[electronic resource]] |
Autore | Rohatgi V. K. <1939-> |
Edizione | [2nd ed. /] |
Pubbl/distr/stampa | New York, : Wiley, c2001 |
Descrizione fisica | 1 online resource (747 p.) |
Disciplina | 519.2 |
Altri autori (Persone) |
SalehA. K. Md. Ehsanes
RohatgiV. K. <1939-> |
Collana | Wiley series in probability and statistics. Texts and references section |
Soggetto topico |
Probabilities
Mathematical statistics |
ISBN |
1-283-28002-7
9786613280022 1-118-16567-5 1-118-16568-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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 |
Record Nr. | UNINA-9910781705803321 |
Rohatgi V. K. <1939->
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New York, : Wiley, c2001 | ||
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Lo trovi qui: Univ. Federico II | ||
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