An Introduction to Probability Theory and Its Applications

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Author: William Feller

Publisher: John Wiley & Sons

ISBN: N.A

Category: Mathematics

Page: 704

View: 3968

The exponential and the uniform densities; Special densities. Randomization; Densities in higher dimensions. Normal densities and processes; Probability measures and spaces; Probability distributions in Rr; A survey of some important distributions and processes; Laws of large numbers. Aplications in analysis; The basic limit theorems; Infinitely divisible distributions and semi-groups; Markov processes and semi-groups; Renewal theory; Random walks in R1; Laplace transforms. Tauberian theorems. Resolvents; Aplications of Laplace transforms; Characteristic functions; Expansions related to the central limit theorem; Infinitely divisible distributions; Applications of Fourier methods to ramdom walks; harmonic analysis; Answers to problems.

An introduction to probability theory and its applications

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Author: William Feller

Publisher: John Wiley & Sons

ISBN: 9780471257080

Category: Mathematics

Page: 528

View: 9050

Major changes in this edition include the substitution of probabilistic arguments for combinatorial artifices, and the addition of new sections on branching processes, Markov chains, and the De Moivre-Laplace theorem.

Angewandte Statistik

Anwendung statistischer Methoden

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Author: Lothar Sachs

Publisher: Springer-Verlag

ISBN: 3662057484

Category: Social Science

Page: 553

View: 4617

Die Neuauflage bot Gelegenheit zu Berichtigungen, Vereinfa chungen, Präzisierungen und einigen Ergänzungen. Wesentlich umfangreichere Ergänzungen, Einfügungen und erweiterteN eu fassungen, kamen, da der Rahmen nicht vorgegeben war, der englischen Übersetzung (New York 1982) zugute; dies gilt auch für den TabellenteiL Eine knappe Übersicht bietet mein Ta schenbuch "Statistische Methoden" (5. Aufl. 1982). Den Damen und Herren des Springer-Verlages sei für ihr bereitwilliges Eingehen auf alle Wünsche des Autors besonders gedankt. Weiterhin bin ich für Kritik und Verbesserungsvor schläge dankbar. Klausdorf, im Herbst 1983 Lothar Sachs Aus dem Vorwort zur vierten Diese Neufassung mit angemessenerem Titel ist zugleich ein zum Lesen und Lernen geschriebenes einführendes und weiterführendes Lehrbuch und ein Nachschlagewerk mit Formelsammlung, Tabellensammlung, zahlreichen Querverbindungen aufzeigen den Seitenverweisen, ausführlicher Bibliographie, Namenverzeichnis und ausführli chem Sachverzeichnis. Sie enthält wieder eine Fülle von Verbesserungen, vor allem Vereinfachungen und Präzisierungen. Große Teile des Textes und der Literatur habe ich den neuen Erkenntnissen entsprechend überarbeitet, durch erweiterte Neufassun gen ersetzt oder eingefügt; dies gilt auch für den Tabellenteil (Übersicht gegenüber dem Titelblatt; S. 34, 53, 112, 127, 147, 172, 198,220,225,240,256,272,424,425, Rückseite der vorletzten Seite). Vielen kritischen Freunden des Buches-insbesondere Ingenieuren-sei für Anregungen gedankt, die beiden Büchern zugute gekommen sind.

Statistical Methods with Applications to Demography and Life Insurance

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Author: Estáte V. Khmaladze

Publisher: CRC Press

ISBN: 1466505745

Category: Mathematics

Page: 242

View: 377

Suitable for statisticians, mathematicians, actuaries, and students interested in the problems of insurance and analysis of lifetimes, Statistical Methods with Applications to Demography and Life Insurance presents contemporary statistical techniques for analyzing life distributions and life insurance problems. It not only contains traditional material but also incorporates new problems and techniques not discussed in existing actuarial literature. The book mainly focuses on the analysis of an individual life and describes statistical methods based on empirical and related processes. Coverage ranges from analyzing the tails of distributions of lifetimes to modeling population dynamics with migrations. To help readers understand the technical points, the text covers topics such as the Stieltjes, Wiener, and Itô integrals. It also introduces other themes of interest in demography, including mixtures of distributions, analysis of longevity and extreme value theory, and the age structure of a population. In addition, the author discusses net premiums for various insurance policies. Mathematical statements are carefully and clearly formulated and proved while avoiding excessive technicalities as much as possible. The book illustrates how these statements help solve numerous statistical problems. It also includes more than 70 exercises.

Mathematical Statistics

Basic Ideas and Selected Topics, Volume I, Second Edition

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Author: Peter J. Bickel,Kjell A. Doksum

Publisher: CRC Press

ISBN: 1498723810

Category: Business & Economics

Page: 576

View: 2098

Mathematical Statistics: Basic Ideas and Selected Topics, Volume I, Second Edition presents fundamental, classical statistical concepts at the doctorate level. It covers estimation, prediction, testing, confidence sets, Bayesian analysis, and the general approach of decision theory. This edition gives careful proofs of major results and explains ho

Probability Theory

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Author: Alexandr A. Borovkov

Publisher: Springer Science & Business Media

ISBN: 1447152018

Category: Mathematics

Page: 733

View: 653

This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent. The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects. Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study.

Lectures in Mathematical Statistics

Parts 1 and 2

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Author: I͡U. N. Linʹkov

Publisher: American Mathematical Soc.

ISBN: 9780821889688

Category: Mathematics

Page: 321

View: 3891

This volume is intended for the advanced study of several topics in mathematical statistics. The first part of the book is devoted to sampling theory (from one-dimensional and multidimensional distributions), asymptotic properties of sampling, parameter estimation, sufficient statistics, and statistical estimates. The second part is devoted to hypothesis testing and includes the discussion of families of statistical hypotheses that can be asymptotically distinguished. In particular,the author describes goodness-of-fit and sequential statistical criteria (Kolmogorov, Pearson, Smirnov, and Wald) and studies their main properties. The book is suitable for graduate students and researchers interested in mathematical statistics. It is useful for independent study or supplementaryreading.

Monte Carlo Statistical Methods

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Author: Christian Robert,George Casella

Publisher: Springer Science & Business Media

ISBN: 1475741456

Category: Mathematics

Page: 649

View: 8607

We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.

Multivariate Statistics

High-Dimensional and Large-Sample Approximations

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Author: Yasunori Fujikoshi,Vladimir V. Ulyanov,Ryoichi Shimizu

Publisher: John Wiley & Sons

ISBN: 0470411694

Category: Mathematics

Page: 533

View: 2297

A comprehensive examination of high-dimensional analysis ofmultivariate methods and their real-world applications Multivariate Statistics: High-Dimensional and Large-SampleApproximations is the first book of its kind to explore howclassical multivariate methods can be revised and used in place ofconventional statistical tools. Written by prominent researchers inthe field, the book focuses on high-dimensional and large-scaleapproximations and details the many basic multivariate methods usedto achieve high levels of accuracy. The authors begin with a fundamental presentation of the basictools and exact distributional results of multivariate statistics,and, in addition, the derivations of most distributional resultsare provided. Statistical methods for high-dimensional data, suchas curve data, spectra, images, and DNA microarrays, are discussed.Bootstrap approximations from a methodological point of view,theoretical accuracies in MANOVA tests, and model selectioncriteria are also presented. Subsequent chapters feature additionaltopical coverage including: High-dimensional approximations of various statistics High-dimensional statistical methods Approximations with computable error bound Selection of variables based on model selection approach Statistics with error bounds and their appearance indiscriminant analysis, growth curve models, generalized linearmodels, profile analysis, and multiple comparison Each chapter provides real-world applications and thoroughanalyses of the real data. In addition, approximation formulasfound throughout the book are a useful tool for both practical andtheoretical statisticians, and basic results on exact distributionsin multivariate analysis are included in a comprehensive, yetaccessible, format. Multivariate Statistics is an excellent book for courseson probability theory in statistics at the graduate level. It isalso an essential reference for both practical and theoreticalstatisticians who are interested in multivariate analysis and whowould benefit from learning the applications of analyticalprobabilistic methods in statistics.

Modern Mathematics for the Engineer: Second Series

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Author: Edwin F. Beckenbach

Publisher: Courier Corporation

ISBN: 0486316122

Category: Technology & Engineering

Page: 480

View: 6107

The second in this two-volume series also contains original papers commissioned from prominent 20th-century mathematicians. A three-part treatment covers mathematical methods, statistical and scheduling studies, and physical phenomena. 1961 edition.

Robustness in Statistical Forecasting

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Author: Yuriy Kharin

Publisher: Springer Science & Business Media

ISBN: 3319008404

Category: Mathematics

Page: 356

View: 8532

This book offers solutions to such topical problems as developing mathematical models and descriptions of typical distortions in applied forecasting problems; evaluating robustness for traditional forecasting procedures under distortionism and more.

Grundbegriffe der Wahrscheinlichkeitsrechnung

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Author: A. Kolomogoroff

Publisher: Springer-Verlag

ISBN: 3642498884

Category: Mathematics

Page: 62

View: 4745

Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind. Der Verlag stellt mit diesem Archiv Quellen für die historische wie auch die disziplingeschichtliche Forschung zur Verfügung, die jeweils im historischen Kontext betrachtet werden müssen. Dieser Titel erschien in der Zeit vor 1945 und wird daher in seiner zeittypischen politisch-ideologischen Ausrichtung vom Verlag nicht beworben.

Handbuch der Bedienungstheorie

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Author: Boris Vladimirovich Gnedenko,Dieter König

Publisher: N.A

ISBN: N.A

Category: Queuing theory

Page: N.A

View: 7765

An Introduction to Information Theory

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Author: Fazlollah M. Reza

Publisher: Courier Corporation

ISBN: 0486158446

Category: Mathematics

Page: 528

View: 9716

Graduate-level study for engineering students presents elements of modern probability theory, information theory, coding theory, more. Emphasis on sample space, random variables, capacity, etc. Many reference tables and extensive bibliography. 1961 edition.

Test Fraud

Statistical Detection and Methodology

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Author: Neal Kingston,Amy Clark

Publisher: Routledge

ISBN: 1134650671

Category: Education

Page: 268

View: 4332

There has been an increase in awareness (and perhaps occurrence) of individual and organized cheating on tests. Recent reports of widespread problems with state student accountability tests and teacher certification testing have raised questions about the very validity of assessment programs. While there are several books that specifically detail the issues of test security cheating on assessments, few outline the statistical procedures used for detecting various types of potential test fraud and the associated research findings. Without a significant research literature base, the new generation of researchers will have little opportunity or incentive to improve on existing methods. Enlisting a variety of experts and scholars in different fields of testing, this edited volume expands on the current literature base by including examples of detailed research findings arrived at by statistical methodology. It also provides a synthesis of the current state of the art with regard to the statistical detection of testing infidelity, particularly for large-scale assessments. By presenting methods currently used by testing organizations and research on new methods, the volume offers an important forum for expanding the literature in this area.

Wahrscheinlichkeit

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Author: Alʹbert Nikolaevich Shiri︠a︡ev,Hans Jürgen Engelbert

Publisher: N.A

ISBN: N.A

Category: Probabilities

Page: 592

View: 5894