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Mathematische Statistik by Claudia Czado, Thorsten Schmidt

Mathematische Statistik

by Claudia Czado , Thorsten Schmidt
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Book cover type: Paperback
  • ISBN13: 9783642172601
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 280
  • Original Price: EUR 35.5
  • Language: German
  • Edition: 2011
  • Item Weight: 386 grams
  • BISAC Subject(s): Probability & Statistics / General

Dieses Buch widmet sich den mathematischen Grundlagen der Statistik und der Theorie von statistischen Sch�tz- und Testverfahren. Dabei wird Wert auf die Herleitung von statistischen Fragestellungen und deren tiefere Analyse gelegt. Um die Verst�ndlichkeit zu erh�hen, werden zahlreiche Beispiele ausgearbeitet und elementare Beweise gezeigt, so dass ein schneller Einstieg in dieses Fachgebiet m�glich wird. Das Buch beginnt mit einer Zusammenfassung der verwendeten Wahrscheinlichkeitstheoretischen Konzepte. Nach der Formulierung von parametrischen statistischen Modellen werden grundlegende Sch�tzverfahren sowie deren Vergleich entwickelt. Dies beinhaltet die klassische Theorie vom unverzerrten Sch�tzer mit kleinster Varianz (UMVUE) nach Lehmann-Scheff�. Nach der statistischen Modellierung ist die Beantwortung von statistischen Hypothesen mit Hilfe von beobachteten Daten von Interesse. Dazu werden statistische Hypothesentests und Konfidenzintervalle hergeleitet. Mit Hilfe des Neymann-Pearson-Lemmas werden optimale Tests f�r einfache Testprobleme vorgestellt und unter Verwendung von Likelihood- Quotiententests allgemeinere Testprobleme betrachtet. Das Buch schlie t mit der ausf�hrlichen Behandlung von Linearen Modellen in Zusammenhang mit Suffizienz, UMVUE, kleinsten Quadraten und zugeh�rigen Hypothesentests. Eine umfangreiche Aufgabensammlung am Ende jeden Kapitels bietet eine bew�hrte Erg�nzung f�r das Studium des Textes.

Claudia Czado ist Professorin an der Technischen Universität München
Thorsten Schmidt ist Professor an der Universität Freiburg

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