عنوان
پدید آورنده
موضوع
رده
QA273 .G45613 2012
QA273
.
G45613
2012
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
3110293609
(Number (ISBN
9783110293609
Erroneous ISBN
3110292548
Erroneous ISBN
9783110292541
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Stochastics :
General Material Designation
[Book]
Other Title Information
introduction to probability and statistics /
First Statement of Responsibility
Hans-Otto Georgii ; translated by Marcel Ortgiese, Ellen Baake and the Author.
EDITION STATEMENT
Edition Statement
2nd rev., extended ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boston :
Name of Publisher, Distributor, etc.
De Gruyter,
Date of Publication, Distribution, etc.
©2012.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (ix, 407 pages) :
Other Physical Details
illustrations
SERIES
Series Title
De Gruyter Textbook
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 391-394) and index.
CONTENTS NOTE
Text of Note
Preface; Mathematics and Chance; I Probability Theory; 1 Principles of Modelling Chance; 1.1 Probability Spaces; 1.2 Properties and Construction of Probability Measures; 1.3 Random Variables; Problems; 2 Stochastic Standard Models; 2.1 The Uniform Distributions; 2.2 Urn Models with Replacement; 2.3 Urn Models without Replacement; 2.4 The Poisson Distribution; 2.5 Waiting Time Distributions; 2.6 The Normal Distributions; Problems; 3 Conditional Probabilities and Independence; 3.1 Conditional Probabilities; 3.2 Multi-Stage Models; 3.3 Independence.
Text of Note
10.2 Neyman-Pearson Tests10.3 Most Powerful One-Sided Tests; 10.4 Parameter Tests in the Gaussian Product Model; Problems; 11 Asymptotic Tests and Rank Tests; 11.1 Normal Approximation of Multinomial Distributions; 11.2 The Chi-Square Test of Goodness of Fit; 11.3 The Chi-Square Test of Independence; 11.4 Order and Rank Tests; Problems; 12 Regression Models and Analysis of Variance; 12.1 Simple Linear Regression; 12.2 The Linear Model; 12.3 The Gaussian Linear Model; 12.4 Analysis of Variance; Problems; Solutions; Tables; References; List of Notation; Index.
Text of Note
3.4 Existence of Independent Random Variables, Product Measures3.5 The Poisson Process; 3.6 Simulation Methods; 3.7 Tail Events; Problems; 4 Expectation and Variance; 4.1 The Expectation; 4.2 Waiting Time Paradox and Fair Price of an Option; 4.3 Variance and Covariance; 4.4 Generating Functions; Problems; 5 The Law of Large Numbers and the Central Limit Theorem; 5.1 The Law of Large Numbers; 5.2 Normal Approximation of Binomial Distributions; 5.3 The Central Limit Theorem; 5.4 Normal versus Poisson Approximation; Problems; 6 Markov Chains; 6.1 The Markov Property; 6.2 Absorption Probabilities.
Text of Note
6.3 Asymptotic Stationarity6.4 Recurrence; Problems; II Statistics; 7 Estimation; 7.1 The Approach of Statistics; 7.2 Facing the Choice; 7.3 The Maximum Likelihood Principle; 7.4 Bias and Mean Squared Error; 7.5 Best Estimators; 7.6 Consistent Estimators; 7.7 Bayes Estimators; Problems; 8 Confidence Regions; 8.1 Definition and Construction; 8.2 Confidence Intervals in the Binomial Model; 8.3 Order Intervals; Problems; 9 Around the Normal Distributions; 9.1 The Multivariate Normal Distributions; 9.2 The X2-, F- and t-Distributions; Problems; 10 Hypothesis Testing; 10.1 Decision Problems.
0
8
8
8
SUMMARY OR ABSTRACT
Text of Note
This second revised and extended edition presents the fundamental ideas and results of both, probability theory and statistics, and comprises the material of a one-year course. It is addressed to students with an interest in the mathematical side of stochastics. Stochastic concepts, models and methods are motivated by examples and developed and analysed systematically. Some measure theory is included, but this is done at an elementary level that is in accordance with the introductory character of the book. A large number of problems offer applications and supplements to the text.
OTHER EDITION IN ANOTHER MEDIUM
International Standard Book Number
3110292548
UNIFORM TITLE
General Material Designation
Stochastik.
Language (when part of a heading)
English
TOPICAL NAME USED AS SUBJECT
Mathematical statistics, Textbooks.
Probabilities, Textbooks.
Stochastic processes, Textbooks.
Mathematical statistics.
MATHEMATICS-- Probability & Statistics-- Stochastic Processes.
Probabilities.
Stochastic processes.
(SUBJECT CATEGORY (Provisional
MAT-- 029040
QA
DEWEY DECIMAL CLASSIFICATION
Number
519
.
23
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA273
Book number
.
G45613
2012
PERSONAL NAME - PRIMARY RESPONSIBILITY
Georgii, Hans-Otto.
ORIGINATING SOURCE
Date of Transaction
20200823095406.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
