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.

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

Get Book Here

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

Mathematical Statistics and Limit Theorems

Mathematical Statistics and Limit Theorems PDF Author: Marc Hallin
Publisher: Springer
ISBN: 3319124420
Category : Mathematics
Languages : en
Pages : 326

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Book Description
This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.

Limit Theorems of Probability Theory

Limit Theorems of Probability Theory PDF Author: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
ISBN: 3662041723
Category : Mathematics
Languages : en
Pages : 280

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Book Description
A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.

Introductory Statistics 2e

Introductory Statistics 2e PDF Author: Barbara Illowsky
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 2106

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Book Description
Introductory Statistics 2e provides an engaging, practical, and thorough overview of the core concepts and skills taught in most one-semester statistics courses. The text focuses on diverse applications from a variety of fields and societal contexts, including business, healthcare, sciences, sociology, political science, computing, and several others. The material supports students with conceptual narratives, detailed step-by-step examples, and a wealth of illustrations, as well as collaborative exercises, technology integration problems, and statistics labs. The text assumes some knowledge of intermediate algebra, and includes thousands of problems and exercises that offer instructors and students ample opportunity to explore and reinforce useful statistical skills. This is an adaptation of Introductory Statistics 2e by OpenStax. You can access the textbook as pdf for free at openstax.org. Minor editorial changes were made to ensure a better ebook reading experience. Textbook content produced by OpenStax is licensed under a Creative Commons Attribution 4.0 International License.

Uniform Central Limit Theorems

Uniform Central Limit Theorems PDF Author: R. M. Dudley
Publisher: Cambridge University Press
ISBN: 0521461022
Category : Mathematics
Languages : en
Pages : 452

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Book Description
This treatise by an acknowledged expert includes several topics not found in any previous book.

A History of the Central Limit Theorem

A History of the Central Limit Theorem PDF Author: Hans Fischer
Publisher: Springer Science & Business Media
ISBN: 0387878572
Category : Mathematics
Languages : en
Pages : 415

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Book Description
This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.

Limit Theorems for Randomly Stopped Stochastic Processes

Limit Theorems for Randomly Stopped Stochastic Processes PDF Author: Dmitriĭ Sergeevich Silʹvestrov
Publisher: Springer Science & Business Media
ISBN: 9781852337773
Category : Mathematics
Languages : en
Pages : 426

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Book Description
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.

Random Summation

Random Summation PDF Author: Boris V. Gnedenko
Publisher: CRC Press
ISBN: 9780849328756
Category : Mathematics
Languages : en
Pages : 282

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Book Description
This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results. It also includes a description of its applications to solving practical problems in hardware and software reliability, insurance, finance, and more. The authors show how practice interacts with theory, and how new mathematical formulations of problems appear and develop. Attention is mainly focused on transfer theorems, description of the classes of limit laws, and criteria for convergence of distributions of sums for a random number of random variables. Theoretical background is given for the choice of approximations for the distribution of stock prices or surplus processes. General mathematical theory of reliability growth of modified systems, including software, is presented. Special sections deal with doubling with repair, rarefaction of renewal processes, limit theorems for supercritical Galton-Watson processes, information properties of probability distributions, and asymptotic behavior of doubly stochastic Poisson processes. Random Summation: Limit Theorems and Applications will be of use to specialists and students in probability theory, mathematical statistics, and stochastic processes, as well as to financial mathematicians, actuaries, and to engineers desiring to improve probability models for solving practical problems and for finding new approaches to the construction of mathematical models.

Martingale Limit Theory and Its Application

Martingale Limit Theory and Its Application PDF Author: P. Hall
Publisher: Academic Press
ISBN: 1483263223
Category : Mathematics
Languages : en
Pages : 321

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Book Description
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.

Some Limit Theorems in Statistics

Some Limit Theorems in Statistics PDF Author: R. R. Bahadur
Publisher: SIAM
ISBN: 9781611970630
Category : Mathematics
Languages : en
Pages : 48

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Book Description
A discussion of some topics in the theory of large deviations such as moment-generating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.