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Probability With a View Towards Statistics by Hoffman-Jorgensen J.

Probability With a View Towards Statistics

by Hoffman-Jorgensen J.
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Book cover type: Hardcover
  • ISBN13: 9780412052217
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Taylor & Francis Ltd
  • Publisher Imprint: Taylor & Francis Ltd
  • Publication Date:
  • Pages: 630
  • Original Price: GBP 210.0
  • Language: English
  • Edition: N/A
  • Item Weight: 1330 grams
  • BISAC Subject(s): Probability & Statistics / General

Volume I of this two-volume text and reference work begins by providing a foundation in measure and integration theory. It then offers a systematic introduction to probability theory, and in particular, those parts that are used in statistics. This volume discusses the law of large numbers for independent and non-independent random variables, transforms, special distributions, convergence in law, the central limit theorem for normal and infinitely divisible laws, conditional expectations and martingales. Unusual topics include the uniqueness and convergence theorem for general transforms with characteristic functions, Laplace transforms, moment transforms and generating functions as special examples. The text contains substantive applications, e.g., epidemic models, the ballot problem, stock market models and water reservoir models, and discussion of the historical background. The exercise sets contain a variety of problems ranging from simple exercises to extensions of the theory.

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