Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions


Book Description

Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.




Applied Statistics


Book Description

Instructs readers on how to use methods of statistics and experimental design with R software Applied statistics covers both the theory and the application of modern statistical and mathematical modelling techniques to applied problems in industry, public services, commerce, and research. It proceeds from a strong theoretical background, but it is practically oriented to develop one's ability to tackle new and non-standard problems confidently. Taking a practical approach to applied statistics, this user-friendly guide teaches readers how to use methods of statistics and experimental design without going deep into the theory. Applied Statistics: Theory and Problem Solutions with R includes chapters that cover R package sampling procedures, analysis of variance, point estimation, and more. It follows on the heels of Rasch and Schott's Mathematical Statistics via that book's theoretical background—taking the lessons learned from there to another level with this book’s addition of instructions on how to employ the methods using R. But there are two important chapters not mentioned in the theoretical back ground as Generalised Linear Models and Spatial Statistics. Offers a practical over theoretical approach to the subject of applied statistics Provides a pre-experimental as well as post-experimental approach to applied statistics Features classroom tested material Applicable to a wide range of people working in experimental design and all empirical sciences Includes 300 different procedures with R and examples with R-programs for the analysis and for determining minimal experimental sizes Applied Statistics: Theory and Problem Solutions with R will appeal to experimenters, statisticians, mathematicians, and all scientists using statistical procedures in the natural sciences, medicine, and psychology amongst others.




Theory and Methods of Statistics


Book Description

Theory and Methods of Statistics covers essential topics for advanced graduate students and professional research statisticians. This comprehensive resource covers many important areas in one manageable volume, including core subjects such as probability theory, mathematical statistics, and linear models, and various special topics, including nonparametrics, curve estimation, multivariate analysis, time series, and resampling. The book presents subjects such as "maximum likelihood and sufficiency," and is written with an intuitive, heuristic approach to build reader comprehension. It also includes many probability inequalities that are not only useful in the context of this text, but also as a resource for investigating convergence of statistical procedures. - Codifies foundational information in many core areas of statistics into a comprehensive and definitive resource - Serves as an excellent text for select master's and PhD programs, as well as a professional reference - Integrates numerous examples to illustrate advanced concepts - Includes many probability inequalities useful for investigating convergence of statistical procedures







Schaum's Outline of Theory and Problems of Statistics


Book Description

The guides that help students study faster, learn better-and get top grades Updated to match the latest developments in the field of statistics, this new edition includes dozens of new problems showing output from EXCEL, SAS, SPSS, STATISTIX, and MINITAB, all of which are in general use for in college courses on statistics.




Theory of Games and Statistical Decisions


Book Description

Evaluating statistical procedures through decision and game theory, as first proposed by Neyman and Pearson and extended by Wald, is the goal of this problem-oriented text in mathematical statistics. First-year graduate students in statistics and other students with a background in statistical theory and advanced calculus will find a rigorous, thorough presentation of statistical decision theory treated as a special case of game theory. The work of Borel, von Neumann, and Morgenstern in game theory, of prime importance to decision theory, is covered in its relevant aspects: reduction of games to normal forms, the minimax theorem, and the utility theorem. With this introduction, Blackwell and Professor Girshick look at: Values and Optimal Strategies in Games; General Structure of Statistical Games; Utility and Principles of Choice; Classes of Optimal Strategies; Fixed Sample-Size Games with Finite Ω and with Finite A; Sufficient Statistics and the Invariance Principle; Sequential Games; Bayes and Minimax Sequential Procedures; Estimation; and Comparison of Experiments. A few topics not directly applicable to statistics, such as perfect information theory, are also discussed. Prerequisites for full understanding of the procedures in this book include knowledge of elementary analysis, and some familiarity with matrices, determinants, and linear dependence. For purposes of formal development, only discrete distributions are used, though continuous distributions are employed as illustrations. The number and variety of problems presented will be welcomed by all students, computer experts, and others using statistics and game theory. This comprehensive and sophisticated introduction remains one of the strongest and most useful approaches to a field which today touches areas as diverse as gambling and particle physics.







Theory of Statistics


Book Description

The aim of this graduate textbook is to provide a comprehensive advanced course in the theory of statistics covering those topics in estimation, testing, and large sample theory which a graduate student might typically need to learn as preparation for work on a Ph.D. An important strength of this book is that it provides a mathematically rigorous and even-handed account of both Classical and Bayesian inference in order to give readers a broad perspective. For example, the "uniformly most powerful" approach to testing is contrasted with available decision-theoretic approaches.




Statistics in Theory and Practice


Book Description

Aimed at a diverse scientific audience, including physicists, astronomers, chemists, geologists, and economists, this book explains the theory underlying the classical statistical methods. Its level is between introductory "how to" texts and intimidating mathematical monographs. A reader without previous exposure to statistics will finish the book with a sound working knowledge of statistical methods, while a reader already familiar with the standard tests will come away with an understanding of their strengths, weaknesses, and domains of applicability. The mathematical level is that of an advanced undergraduate; for example, matrices and Fourier analysis are used where appropriate. Among the topics covered are common probability distributions; sampling and the distribution of sampling statistics; confidence intervals, hypothesis testing, and the theory of tests; estimation (including maximum likelihood); goodness of fit (including c2 and Kolmogorov-Smirnov tests); and non-parametric and rank tests. There are nearly one hundred problems (with answers) designed to bring out points in the text and to cover topics slightly outside the main line of development.




All of Statistics


Book Description

Taken literally, the title "All of Statistics" is an exaggeration. But in spirit, the title is apt, as the book does cover a much broader range of topics than a typical introductory book on mathematical statistics. This book is for people who want to learn probability and statistics quickly. It is suitable for graduate or advanced undergraduate students in computer science, mathematics, statistics, and related disciplines. The book includes modern topics like non-parametric curve estimation, bootstrapping, and classification, topics that are usually relegated to follow-up courses. The reader is presumed to know calculus and a little linear algebra. No previous knowledge of probability and statistics is required. Statistics, data mining, and machine learning are all concerned with collecting and analysing data.