Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions

Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions PDF Author: A. A. Sveshnikov
Publisher: Courier Corporation
ISBN: 0486137562
Category : Mathematics
Languages : en
Pages : 512

Get Book

Book Description
Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions

Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions PDF Author: A. A. Sveshnikov
Publisher: Courier Corporation
ISBN: 0486137562
Category : Mathematics
Languages : en
Pages : 512

Get Book

Book Description
Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

An Introduction to Probability Theory and Mathematical Statistics

An Introduction to Probability Theory and Mathematical Statistics PDF Author: V. K. Rohatgi
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 704

Get Book

Book Description
Sets and classes; Calculus; Linear Algebra; Probability; Random variables and their probability distributions; Moments and generating functions; Random vectors; Some special distributions; Limit theorems; Sample moments and their distributions; The theory of point estimation; Neyman-pearson theory of testing of hypotheses; Some further results on hypotheses testing; Confidence estimation; The general linear hypothesis; nonparametric statistical inference; Sequential statistical inference.

Lectures on Probability Theory and Mathematical Statistics - 3rd Edition

Lectures on Probability Theory and Mathematical Statistics - 3rd Edition PDF Author: Marco Taboga
Publisher: Createspace Independent Publishing Platform
ISBN: 9781981369195
Category : Mathematical statistics
Languages : en
Pages : 670

Get Book

Book Description
The book is a collection of 80 short and self-contained lectures covering most of the topics that are usually taught in intermediate courses in probability theory and mathematical statistics. There are hundreds of examples, solved exercises and detailed derivations of important results. The step-by-step approach makes the book easy to understand and ideal for self-study. One of the main aims of the book is to be a time saver: it contains several results and proofs, especially on probability distributions, that are hard to find in standard references and are scattered here and there in more specialistic books. The topics covered by the book are as follows. PART 1 - MATHEMATICAL TOOLS: set theory, permutations, combinations, partitions, sequences and limits, review of differentiation and integration rules, the Gamma and Beta functions. PART 2 - FUNDAMENTALS OF PROBABILITY: events, probability, independence, conditional probability, Bayes' rule, random variables and random vectors, expected value, variance, covariance, correlation, covariance matrix, conditional distributions and conditional expectation, independent variables, indicator functions. PART 3 - ADDITIONAL TOPICS IN PROBABILITY THEORY: probabilistic inequalities, construction of probability distributions, transformations of probability distributions, moments and cross-moments, moment generating functions, characteristic functions. PART 4 - PROBABILITY DISTRIBUTIONS: Bernoulli, binomial, Poisson, uniform, exponential, normal, Chi-square, Gamma, Student's t, F, multinomial, multivariate normal, multivariate Student's t, Wishart. PART 5 - MORE DETAILS ABOUT THE NORMAL DISTRIBUTION: linear combinations, quadratic forms, partitions. PART 6 - ASYMPTOTIC THEORY: sequences of random vectors and random variables, pointwise convergence, almost sure convergence, convergence in probability, mean-square convergence, convergence in distribution, relations between modes of convergence, Laws of Large Numbers, Central Limit Theorems, Continuous Mapping Theorem, Slutsky's Theorem. PART 7 - FUNDAMENTALS OF STATISTICS: statistical inference, point estimation, set estimation, hypothesis testing, statistical inferences about the mean, statistical inferences about the variance.

Probability Theory and Mathematical Statistics

Probability Theory and Mathematical Statistics PDF Author: Ibragimoc
Publisher: CRC Press
ISBN: 9782919875146
Category : Mathematics
Languages : en
Pages : 336

Get Book

Book Description
First published in 1996. Routledge is an imprint of Taylor & Francis, an informa company.

Geometric Aspects of Probability Theory and Mathematical Statistics

Geometric Aspects of Probability Theory and Mathematical Statistics PDF Author: V.V. Buldygin
Publisher: Springer Science & Business Media
ISBN: 9780792364139
Category : Mathematics
Languages : en
Pages : 322

Get Book

Book Description
This book demonstrates the usefulness of geometric methods in probability theory and mathematical statistics, and shows close relationships between these disciplines and convex analysis. Deep facts and statements from the theory of convex sets are discussed with their applications to various questions arising in probability theory, mathematical statistics, and the theory of stochastic processes. The book is essentially self-contained, and the presentation of material is thorough in detail. Audience: The topics considered in the book are accessible to a wide audience of mathematicians, and graduate and postgraduate students, whose interests lie in probability theory and convex geometry.

Probability and Mathematical Statistics

Probability and Mathematical Statistics PDF Author: Eugene Lukacs
Publisher: Academic Press
ISBN: 1483269205
Category : Mathematics
Languages : en
Pages : 254

Get Book

Book Description
Probability and Mathematical Statistics: An Introduction provides a well-balanced first introduction to probability theory and mathematical statistics. This book is organized into two sections encompassing nine chapters. The first part deals with the concept and elementary properties of probability space, and random variables and their probability distributions. This part also considers the principles of limit theorems, the distribution of random variables, and the so-called student’s distribution. The second part explores pertinent topics in mathematical statistics, including the concept of sampling, estimation, and hypotheses testing. This book is intended primarily for undergraduate statistics students.

Mathematical Theory of Probability and Statistics

Mathematical Theory of Probability and Statistics PDF Author: Richard von Mises
Publisher: Academic Press
ISBN: 1483264025
Category : Mathematics
Languages : en
Pages : 708

Get Book

Book Description
Mathematical Theory of Probability and Statistics focuses on the contributions and influence of Richard von Mises on the processes, methodologies, and approaches involved in the mathematical theory of probability and statistics. The publication first elaborates on fundamentals, general label space, and basic properties of distributions. Discussions focus on Gaussian distribution, Poisson distribution, mean value variance and other moments, non-countable label space, basic assumptions, operations, and distribution function. The text then ponders on examples of combined operations and summation of chance variables characteristic function. The book takes a look at the asymptotic distribution of the sum of chance variables and probability inference. Topics include inference from a finite number of observations, law of large numbers, asymptotic distributions, limit distribution of the sum of independent discrete random variables, probability of the sum of rare events, and probability density. The text also focuses on the introduction to the theory of statistical functions and multivariate statistics. The publication is a dependable source of information for researchers interested in the mathematical theory of probability and statistics

Probability Theory

Probability Theory PDF Author: L. E. Maistrov
Publisher: Academic Press
ISBN: 1483218635
Category : Mathematics
Languages : en
Pages : 292

Get Book

Book Description
Probability Theory: A Historical Sketch covers the probability theory, mainly axiomatization problems. The book discusses the prehistory of the probability theory; the first stage in the development of probability theory; and the development of probability theory to the middle of the 19th century. The text also describes the probability theory in the second half of the 19th century; and the axiomatic foundations of the probability theory. Historians and mathematicians will find the book invaluable.

Mathematical Statistics and Probability Theory

Mathematical Statistics and Probability Theory PDF Author: Madan L. Puri
Publisher: Springer Science & Business Media
ISBN: 9789027725806
Category : Mathematics
Languages : en
Pages : 286

Get Book

Book Description
The past several years have seen the creation and extension of a very conclusive theory of statistics and probability. Many of the research workers who have been concerned with both probability and statistics felt the need for meetings that provide an opportunity for personal con tacts among scholars whose fields of specialization cover broad spectra in both statistics and probability: to discuss major open problems and new solutions, and to provide encouragement for further research through the lectures of carefully selected scholars, moreover to introduce to younger colleagues the latest research techniques and thus to stimulate their interest in research. To meet these goals, the series of Pannonian Symposia on Mathematical Statistics was organized, beginning in the year 1979: the first, second and fourth one in Bad Tatzmannsdorf, Burgenland, Austria, the third and fifth in Visegrad, Hungary. The Sixth Pannonian Symposium was held in Bad Tatzmannsdorf again, in the time between 14 and 20 September 1986, under the auspices of Dr. Heinz FISCHER, Federal Minister of Science and Research, Theodor KERY, President of the State Government of Burgenland, Dr. Franz SAUERZOPF, Vice-President of the State Govern ment of Burgenland and Dr. Josef SCHMIDL, President of the Austrian Sta tistical Central Office. The members of the Honorary Committee were Pal ERDOS, WXadisXaw ORLICZ, Pal REVESz, Leopold SCHMETTERER and Istvan VINCZE; those of the Organizing Committee were Wilfried GROSSMANN (Uni versity of Vienna), Franz KONECNY (University of Agriculture of Vienna) and, as the chairman, Wolfgang WERTZ (Technical University of Vienna).

Probability Theory with Applications

Probability Theory with Applications PDF Author: Malempati M. Rao
Publisher: Springer Science & Business Media
ISBN: 0387277315
Category : Mathematics
Languages : en
Pages : 537

Get Book

Book Description
This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.