Stochastics: Introduction to Probability and Statistics

✍ Scribed by Hans-Otto Georgii; Marcel Ortgiese; Ellen Baake; Hans-Otto Georgii

• Publisher: De Gruyter
• Year: 2008
• Tongue: English
• Leaves: 380
• Category: Library

✦ Synopsis

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.
 

✦ Table of Contents

Frontmatter
Contents
1 Principles of Modelling Chance
2 Stochastic Standard Models
3 Conditional Probabilities and Independence
4 Expectation and Variance
5 The Law of Large Numbers and the Central Limit Theorem
6 Markov Chains
7 Estimation
8 Confidence Regions
9 Around the Normal Distributions
10 Hypothesis Testing
11 Asymptotic Tests and Rank Tests
12 Regression Models and Analysis of Variance
Backmatter