Theory and Methods of Statistics covers essential topics for advanced graduate students and professional research statisticians. This comprehensive resource covers many important areas in one manageable volume, including core subjects such as probability theory, mathematical statistics, and linear models, and various special topics, including nonparametrics, curve estimation, multivariate analysis, time series, and resampling. The book presents subjects such as Maximum Likelihood and Sufficiency, and is written with an intuitive, heuristic approach to build reader comprehension. It also includes many probability inequalities that are not only useful in the context of this text, but also as a resource for investigating convergence of statistical procedures. Codifies foundational information in many core areas of statistics into a comprehensive and definitive resourceAppropriate for select master's program use as well as for PhD programs and professional referenceIntegrates numerous examples to illustrate advanced conceptsIncludes many probability inequalities useful for investigating convergence of statistical procedures. INDICE: Chapter 1: Probability TheoryChapter 2: Some Common Probability DistributionsChapter 3: Infinite Sequence of Random Variables and Their Convergence PropertiesChapter 4: Basic Concepts of Statistical Inference and a Decision Theoretic ApproachChapter 5: Point Estimation in Parametric ModelsChapter 6: Hypotheses Testing in Parametric ModelsChapter 7: Asymptotic Properties of Likelihood Based MethodsChapter 8: Ranks, Empirical Distribution Functions and QuantilesChapter 9: Nonparametric Curve EstimationChapter 10: Statistical FunctionalsChapter 11: Inference in Linear ModelsChapter 12: Multivariate AnalysisChapter 13: Resampling: Jackknife and BootstrapChapter 14: Time SeriesAppendix A: Some Results from Advanced CalculusAppendix B: Some InequalitiesAppendix C: Stieltjes IntegrationAppendix D: Convergence in LawAppendix E: ContiguityAppendix F: Weak Convergence
- ISBN: 978-0-12-802440-9
- Editorial: Academic Press
- Encuadernacion: Rústica
- Páginas: 630
- Fecha Publicación: 01/10/2015
- Nº Volúmenes: 1
- Idioma: Inglés