Stochastics: Introduction to Probability and Statistics

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Walter de Gruyter, 2008 - 370 Seiten
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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.

 

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Inhalt

Mathematics and Chance
1
Principles of Modelling Chance
7
Stochastic Standard Models
26
Conditional Probabilities and Independence
50
Expectation and Variance
90
The Law of Large Numbers and the Central Limit Theorem
117
Markov Chains
149
Estimation
187
Around the Normal Distributions
241
Hypothesis Testing
255
Asymptotic Tests and Rank Tests
283
Regression Models and Analysis of Variance
318
Tables
349
References
355
Index
363
Urheberrecht

Confidence Regions
222

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Über den Autor (2008)

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

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