Hilbert Space Methods in Probability and Statistical Inference

Name: Hilbert Space Methods in Probability and Statistical Inference
SKU: 3088760
Price: 638.99 AUD
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Hardback

Series:

Wiley Series in Probability and Statistics

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Description

Hilbert space methods are an alternative to the measure-theoretic definitions of random-variables. They are important in the theory of martingales and stochastic integration, as well as in interpolation and density estimation. Hilbert space techniques, which include bases, subspaces, projections and orthogonal decompositions, already pervade many areas of applied mathematics and statistics, such as regression analysis and stochastic processes. The purpose of this book is to explain the use of Hilbert space methods in probability and statistics. It demonstrates how these tools also cross the boundaries into the foundation of probability and statistics. They underlie and generalize standard notions of complete sufficiency, statistical inference censorship, and loss of information. The book has evolved from class notes and other material used from courses taught by the authors at the Universities of Waterloo and Toronto. Each chapter is supplemented by an extensive set of notes and problems.

Author Biography:

Christopher G. Small and Don L. McLeish are the authors of Hilbert Space Methods in Probability and Statistical Inference, published by Wiley.

Release date Australia

May 6th, 1994

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Pages

270

Series

Wiley Series in Probability and Statistics

Dimensions

162x239x18

ISBN-13

9780471592815

Product ID

3088760

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