Elements of Distribution Theory (Hardcover) (ISBN-13: 9780521844727)

This detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics, and econometrics. The text uses no measure theory, requiring only a background in calculus and linear algebra. Topics range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals and orthogonal polynomials. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book.

Author: Thomas A. Severini
ISBN-10: 052184472X
ISBN-13: 9780521844727
Publisher: Cambridge University Press
Language: English
Published: 08/08/2005
Pages: 528
Format: Hardcover
Weight: 2.32lbs
Size: 10.36h x 7.20w x 1.35d