Stochastics: Introduction to Probability and Statistics

Cover
Walter de Gruyter, 27.08.2008 - 379 Seiten

This book is a translation of the third edition of the well accepted German textbook 'Stochastik', which presents the fundamental ideas and results of both probability theory and statistics, and comprises the material of a one-year course. The stochastic concepts, models and methods are motivated by examples and problems and then developed and analysed systematically.

 

Inhalt

1 Principles of Modelling Chance
7
2 Stochastic Standard Models
26
3 Conditional Probabilities and Independence
50
4 Expectation and Variance
90
5 The Law of Large Numbers and the Central Limit Theorem
117
6 Markov Chains
149
7 Estimation
187
8 Confidence Regions
222
9 Around the Normal Distributions
241
10 Hypothesis Testing
255
11 Asymptotic Tests and Rank Tests
283
12 Regression Models and Analysis of Variance
318
Backmatter
349
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Autoren-Profil (2008)

Hans-Otto Georgii, Ludwig-Maximilians-University, Munich, Germany.

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