Identifiability in Stochastic Models. Characterization of Probability Distributions

✍ Scribed by B. L. S. Prakasa Rao (Auth.)

Publisher: Elsevier Inc, Academic Press
Year: 1992
Tongue: English
Leaves: 256
Series: Probability and Mathematical Statistics
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of "characterization problems" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.

✦ Table of Contents

Content:
PROBABILITY AND MATHEMATICAL STATISTICS, Page ii
Front Matter, Page iii
Copyright, Page iv
Dedication, Page v
Preface, Pages xi-xiii
Chapter 1 - Introduction, Pages 1-6
Chapter 2 - Identifiability of Distributions of Random Variables Based on Some Functions of Them, Pages 7-57
Chapter 3 - Identifiability of Probability Measures on Abstract Spaces, Pages 59-79
Chapter 4 - Identifiability for Some Types of Stochastic Processes, Pages 81-101
Chapter 5 - Generalized Convolutions, Pages 103-113
Chapter 6 - Identifiability in Some Econometric Models, Pages 115-146
Chapter 7 - Identifiability in Reliability and Survival Analysis, Pages 147-182
Chapter 8 - Identifiability for Mixtures of Distributions, Pages 183-228
References, Pages 229-245
Author Index, Pages 247-249
Subject Index, Pages 251-253
PROBABILITY AND MATHEMATICAL STATISTICS, Pages 255-256

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