Elements of Distribution Theory

By:

Thomas A. Severini

Format:

Hardback

Series:

Cambridge Series in Statistical and Probabilistic Mathematics

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Description

This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics as well as for researchers who use statistical methods. Good backgrounds in calculus and linear algebra are important and a course in elementary mathematical analysis is useful, but not required. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book. Topics covered range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals, orthogonal polynomials, and saddlepoint approximations. The emphasis is on topics useful in understanding statistical methodology; thus, parametric statistical models and the distribution theory associated with the normal distribution are covered comprehensively.

Author Biography:

Thomas A. Severini received his Ph.D. in Statistics from the University of Chicago. He is now a Professor of Statistics at Northwestern University. Aside from this book, he has also written Likelihood Methods in Statistics, published by Oxford University Press. He's published extensively in statistical journals such as Biometrika, Journal of the American Statistical Association, and Journal of the Royal Statistical Society. He is a member of the Institute of Mathematical Statistics and the American Statistical Association.

Release date Australia

August 8th, 2005

Author

Thomas A. Severini

Audiences

Professional & Vocational
Tertiary Education (US: College)

Illustrations

Worked examples or Exercises; 10 Tables, unspecified

Pages

528

Series

Cambridge Series in Statistical and Probabilistic Mathematics

Dimensions

178x254x29

ISBN-13

9780521844727

Product ID

2058256

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