Probability and Statistical Inference

✍ Scribed by Robert Bartoszynski, Magdalena Niewiadomska-Bugaj

• Publisher: John Wiley & Sons
• Year: 2008
• Tongue: English
• Leaves: 661
• Series: Wiley Series in Probability and Statistics
• Edition: 2. Auflage
• Category: Library

✦ Synopsis

Now updated in a valuable new edition—this user-friendly book focuses on understanding the "why" of mathematical statistics

Probability and Statistical Inference, Second Edition introduces key probability and statis-tical concepts through non-trivial, real-world examples and promotes the developmentof intuition rather than simple application. With its coverage of the recent advancements in computer-intensive methods, this update successfully provides the comp-rehensive tools needed to develop a broad understanding of the theory of statisticsand its probabilistic foundations. This outstanding new edition continues to encouragereaders to recognize and fully understand the why, not just the how, behind the concepts,theorems, and methods of statistics. Clear explanations are presented and appliedto various examples that help to impart a deeper understanding of theorems and methods—from fundamental statistical concepts to computational details.

Additional features of this Second Edition include:

• A new chapter on random samples

• Coverage of computer-intensive techniques in statistical inference featuring Monte Carlo and resampling methods, such as bootstrap and permutation tests, bootstrap confidence intervals with supporting R codes, and additional examples available via the book's FTP site

• Treatment of survival and hazard function, methods of obtaining estimators, and Bayes estimating

• Real-world examples that illuminate presented concepts

• Exercises at the end of each section

Providing a straightforward, contemporary approach to modern-day statistical applications, Probability and Statistical Inference, Second Edition is an ideal text for advanced undergraduate- and graduate-level courses in probability and statistical inference. It also serves as a valuable reference for practitioners in any discipline who wish to gain further insight into the latest statistical tools.

✦ Table of Contents

Cover Page......Page 1
Title Page......Page 4
ISBN 0471696935......Page 5
2 Probability......Page 6
8 Expectation......Page 7
12 Estimation......Page 8
16 Analysis of Categorical Data......Page 9
Index......Page 10
Preface......Page 11
1 EXPERIMENTS, SAMPLE SPACES, AND EVENTS......Page 14
2 PROBABILITY......Page 38
3 COUNTING......Page 60
4 CONDITIONAL PROBABILITY; INDEPENDENCE......Page 86
5 MARKOV CHAINS......Page 116
6 RANDOM VARIABLES: UNIVARIATE CASE......Page 138
7 RANDOM VARIABLES: MULTIVARIATE CASE......Page 174
8 EXPECTATI0N......Page 216
9 SELECTED FAMILIES OF DISTRIBUTIONS......Page 270
10 RANDOM SAMPLES......Page 324
11 INTRODUCTION TO STATISTICAL INFERENCE......Page 364
12 ESTIMATION......Page 386
13 TESTING STATISTICAL HYPOTHESES......Page 468
14 LINEAR MODELS......Page 530
15 RANK METHODS......Page 572
16 ANALYSIS OF CATEGORICAL DATA......Page 598
Statistical Tables......Page 630
Bibliography......Page 642
Answers to Odd-Numbered Problems......Page 647
INDEX......Page 655
Back Page......Page 661