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Probability With a View Towards Statistics, Volume II

Author: J Hoffman-Jorgensen
Publisher: London : Taylor and Francis, 2017.
Edition/Format:   eBook : Document : English : First editionView all editions and formats
Summary:
"Volume II of this two-volume text and reference work concentrates on the applications of probability theory to statistics, e.g., the art of calculating densities of complicated transformations of random vectors, exponential models, consistency of maximum estimators, and asymptotic normality of maximum estimators. It also discusses topics of a pure probabilistic nature, such as stochastic processes, regular  Read more...
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Genre/Form: Electronic books
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: J Hoffman-Jorgensen
ISBN: 9781351421553 1351421557
OCLC Number: 1004354824
Description: 1 online resource : text file, PDF
Contents: Chapter 8 Random Vectors and Their Densities / J. Hoffmann-Jørgensen --
chapter 9 Stochastic Processes / J. Hoffmann-Jørgensen --
chapter 10 Regular Conditional Probabilities / J. Hoffmann-Jørgensen --
chapter 11 Optimal Stopping Strategies / J. Hoffmann-Jørgensen --
chapter 12 Exponential Families / J. Hoffmann-Jørgensen --
chapter 13 Consistency of Maximum Estimators / J. Hoffmann-Jørgensen --
chapter 14 ASYMPTOTIC NORMALITY / J. Hoffmann-Jørgensen --
chapter Prerequistes / J. Hoffmann-Jørgensen.
Responsibility: J. Hoffman-Jorgensen.

Abstract:

"Volume II of this two-volume text and reference work concentrates on the applications of probability theory to statistics, e.g., the art of calculating densities of complicated transformations of random vectors, exponential models, consistency of maximum estimators, and asymptotic normality of maximum estimators. It also discusses topics of a pure probabilistic nature, such as stochastic processes, regular conditional probabilities, strong Markov chains, random walks, and optimal stopping strategies in random games. Unusual topics include the transformation theory of densities using Hausdorff measures, the consistency theory using the upper definition function, and the asymptotic normality of maximum estimators using twice stochastic differentiability. With an emphasis on applications to statistics, this is a continuation of the first volume, though it may be used independently of that book. Assuming a knowledge of linear algebra and analysis, as well as a course in modern probability, Volume II looks at statistics from a probabilistic point of view, touching only slightly on the practical computation aspects."--Provided by publisher.

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"...a useful text for library shelves and reference."-Journal of the Royal Statistical Society

 
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