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Probability and Statistical Inference

Language EnglishEnglish
Book Paperback
Book Probability and Statistical Inference Nitis Mukhopadhyay
Libristo code: 33061750
Publishers Taylor & Francis Ltd, September 2020
Priced very competitively compared with other textbooks at this level!This gracefully organized text... Full description
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Priced very competitively compared with other textbooks at this level!
This gracefully organized textbook reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, numerous figures and tables, and computer simulations to develop and illustrate concepts.

Beginning with an introduction to the basic ideas and techniques in probability theory and progressing to more rigorous topics, Probability and Statistical Inference

  • studies the Helmert transformation for normal distributions and the waiting time between failures for exponential distributions
  • develops notions of convergence in probability and distribution
  • spotlights the central limit theorem (CLT) for the sample variance
  • introduces sampling distributions and the Cornish-Fisher expansions
  • concentrates on the fundamentals of sufficiency, information, completeness, and ancillarity
  • explains Basu''s Theorem as well as location, scale, and location-scale families of distributions
  • covers moment estimators, maximum likelihood estimators (MLE), Rao-Blackwellization, and the Cramér-Rao inequality
  • discusses uniformly minimum variance unbiased estimators (UMVUE) and Lehmann-Scheffé Theorems
  • focuses on the Neyman-Pearson theory of most powerful (MP) and uniformly most powerful (UMP) tests of hypotheses, as well as confidence intervals
  • includes the likelihood ratio (LR) tests for the mean, variance, and correlation coefficient
  • summarizes Bayesian methods
  • describes the monotone likelihood ratio (MLR) property
  • handles variance stabilizing transformations
  • provides a historical context for statistics and statistical discoveries
  • showcases great statisticians through biographical notes

    Employing over 1400 equations to reinforce its subject matter, Probability and Statistical Inference is a groundbreaking text for first-year graduate and upper-level undergraduate courses in probability and statistical inference who have completed a calculus prerequisite, as well as a supplemental text for classes in Advanced Statistical Inference or Decision Theory.

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    About the book

    Full name Probability and Statistical Inference
    Author Nitis Mukhopadhyay
    Language English
    Binding Book - Paperback
    Date of issue 2020
    Number of pages 665
    EAN 9780367659493
    ISBN 0367659492
    Libristo code 33061750
    Publishers Taylor & Francis Ltd
    Weight 970
    Dimensions 202 x 229 x 43

    Categories

    Mathematics & Science > Mathematics > Probability & statistics > Bayesian inference
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