یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references (pages 391-394) and index.
یادداشتهای مربوط به مندرجات
متن يادداشت
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.
متن يادداشت
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.
متن يادداشت
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.
متن يادداشت
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.
بدون عنوان
0
بدون عنوان
8
بدون عنوان
8
بدون عنوان
8
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
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.
ویراست دیگر از اثر در قالب دیگر رسانه
شماره استاندارد بين المللي کتاب و موسيقي
3110292548
عنوان قراردادی
عنوان قراردادي
Stochastik.
زبان(وقتي جزئي از عنوان قراردادي باشد)
English
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Mathematical statistics, Textbooks.
موضوع مستند نشده
Probabilities, Textbooks.
موضوع مستند نشده
Stochastic processes, Textbooks.
موضوع مستند نشده
Mathematical statistics.
موضوع مستند نشده
MATHEMATICS-- Probability & Statistics-- Stochastic Processes.
موضوع مستند نشده
Probabilities.
موضوع مستند نشده
Stochastic processes.
مقوله موضوعی
موضوع مستند نشده
MAT-- 029040
موضوع مستند نشده
QA
رده بندی ديویی
شماره
519
.
23
ويراست
23
رده بندی کنگره
شماره رده
QA273
نشانه اثر
.
G45613
2012
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )