Distribution Theory for Tests Based on the Sample Distribution Function

Distribution Theory for Tests Based on the Sample Distribution Function PDF Author: J. Durbin
Publisher: SIAM
ISBN: 9781611970586
Category : Mathematics
Languages : en
Pages : 70

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Book Description
Presents a coherent body of theory for the derivation of the sampling distributions of a wide range of test statistics. Emphasis is on the development of practical techniques. A unified treatment of the theory was attempted, e.g., the author sought to relate the derivations for tests on the circle and the two-sample problem to the basic theory for the one-sample problem on the line. The Markovian nature of the sample distribution function is stressed, as it accounts for the elegance of many of the results achieved, as well as the close relation with parts of the theory of stochastic processes.

Distribution Theory for Tests Based on the Sample Distribution Function

Distribution Theory for Tests Based on the Sample Distribution Function PDF Author: J. Durbin
Publisher: SIAM
ISBN: 9781611970586
Category : Mathematics
Languages : en
Pages : 70

Get Book Here

Book Description
Presents a coherent body of theory for the derivation of the sampling distributions of a wide range of test statistics. Emphasis is on the development of practical techniques. A unified treatment of the theory was attempted, e.g., the author sought to relate the derivations for tests on the circle and the two-sample problem to the basic theory for the one-sample problem on the line. The Markovian nature of the sample distribution function is stressed, as it accounts for the elegance of many of the results achieved, as well as the close relation with parts of the theory of stochastic processes.

Some Limit Theorems in Statistics

Some Limit Theorems in Statistics PDF Author: R. R. Bahadur
Publisher: SIAM
ISBN: 0898711754
Category : Mathematics
Languages : en
Pages : 48

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Book Description
A discussion of topics in the theory of large deviations and of aspects of estimation and testing in large samples.

Empirical Distributions and Processes

Empirical Distributions and Processes PDF Author: P. Gänssler
Publisher: Springer
ISBN: 3540375155
Category : Mathematics
Languages : en
Pages : 156

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Book Description


An Author and Permuted Title Index to Selected Statistical Journals

An Author and Permuted Title Index to Selected Statistical Journals PDF Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 520

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Book Description


NBS Special Publication

NBS Special Publication PDF Author:
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 574

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Book Description


Selected Works of A. N. Kolmogorov

Selected Works of A. N. Kolmogorov PDF Author: A.N. Shiryayev
Publisher: Springer Science & Business Media
ISBN: 902772797X
Category : Mathematics
Languages : en
Pages : 618

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Book Description
The creative work of Andrei N. Kolmogorov is exceptionally wide-ranging. In his studies on trigonometric and orthogonal series, the theory of measure and integral, mathematical logic, approximation theory, geometry, topology, functional analysis, classical mechanics, ergodic theory, superposition of functions, and in formation theory, he solved many conceptual and fundamental problems and posed new questions which gave rise to a great deal of further research. Kolmogorov is one of the founders of the Soviet school of probability theory, mathematical statistics, and the theory of turbulence. In these areas he obtained a number of central results, with many applications to mechanics, geophysics, linguistics and biology, among other subjects. This edition includes Kolmogorov's most important papers on mathematics and the natural sciences. It does not include his philosophical and pedagogical studies, his articles written for the "Bolshaya Sovetskaya Entsiklopediya", his papers on prosody and applications of mathematics or his publications on general questions. The material of this edition was selected and compiled by Kolmogorov himself. The first volume consists of papers on mathematics and also on turbulence and classical mechanics. The second volume is devoted to probability theory and mathematical statistics. The focus of the third volume is on information theory and the theory of algorithms.

New Cambridge Statistical Tables

New Cambridge Statistical Tables PDF Author: D. V. Lindley
Publisher: Cambridge University Press
ISBN: 9780521484855
Category : Mathematics
Languages : en
Pages : 100

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Book Description
This second edition has all the tables required for elementary statistical methods in the social, business and natural sciences.

Encyclopaedia of Mathematics

Encyclopaedia of Mathematics PDF Author: M. Hazewinkel
Publisher: Springer
ISBN: 1489937919
Category : Mathematics
Languages : en
Pages : 932

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Book Description


From Statistics to Mathematical Finance

From Statistics to Mathematical Finance PDF Author: Dietmar Ferger
Publisher: Springer
ISBN: 3319509861
Category : Mathematics
Languages : en
Pages : 437

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Book Description
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.

Modern Concepts and Theorems of Mathematical Statistics

Modern Concepts and Theorems of Mathematical Statistics PDF Author: Edward B. Manoukian
Publisher: Springer Science & Business Media
ISBN: 1461248566
Category : Mathematics
Languages : en
Pages : 168

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Book Description
With the rapid progress and development of mathematical statistical methods, it is becoming more and more important for the student, the in structor, and the researcher in this field to have at their disposal a quick, comprehensive, and compact reference source on a very wide range of the field of modern mathematical statistics. This book is an attempt to fulfill this need and is encyclopedic in nature. It is a useful reference for almost every learner involved with mathematical statistics at any level, and may supple ment any textbook on the subject. As the primary audience of this book, we have in mind the beginning busy graduate student who finds it difficult to master basic modern concepts by an examination of a limited number of existing textbooks. To make the book more accessible to a wide range of readers I have kept the mathematical language at a level suitable for those who have had only an introductory undergraduate course on probability and statistics, and basic courses in calculus and linear algebra. No sacrifice, how ever, is made to dispense with rigor. In stating theorems I have not always done so under the weakest possible conditions. This allows the reader to readily verify if such conditions are indeed satisfied in most applications given in modern graduate courses without being lost in extra unnecessary mathematical intricacies. The book is not a mere dictionary of mathematical statistical terms.