Probability and Statistical Inference

✍ Scribed by Robert Bartoszyński, Magdalena Niewiadomska-Bugaj

• Publisher: Wiley-Interscience
• Year: 2008
• Tongue: English
• Leaves: 655
• Edition: 2
• Category: Library

✦ Synopsis

Now updated in a valuable new edition—this user-friendly book focuses on understanding the "why" of mathematical statisticsProbability 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 samplesCoverage 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 siteTreatment of survival and hazard function, methods of obtaining estimators, and Bayes estimatingReal-world examples that illuminate presented conceptsExercises at the end of each sectionProviding 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

Half-title
......Page 1
Title
......Page 3
Copyright
......Page 4
Contents
......Page 5
Preface
......Page 10
1. Experiments, sample spaces, and events
......Page 13
2. Probability
......Page 37
3. Counting
......Page 58
4. Conditional probability; independence
......Page 84
5. Markov chains*
......Page 114
6. Random variables: univariate case
......Page 136
7. Random variables: multivariate case
......Page 172
8. Expectation
......Page 214
9. Selected families of distributions
......Page 267
10. Random samples
......Page 321
11. Introduction to statistical inference
......Page 361
12. Estimation
......Page 382
13. Testing statistical hypotheses
......Page 464
14. Linear models
......Page 526
15. Rank methods
......Page 568
16. Analysis of categorical data
......Page 593
Statistical tables
......Page 625
Bibliography
......Page 637
Answers to odd-numbered problems
......Page 642
Index
......Page 650