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Theory and methods of statistics

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This book explores foundational statistics, probability theory, linear models, and related special topics, including many probability inequalities useful for investigating convergence of statistical procedures.

Abstract: This book explores foundational statistics, probability theory, linear models, and related special topics, including many probability inequalities useful for investigating convergence of statistical procedures

Author(s): Bhattacharya P.K., Burman P.
Publisher: Elsevier Science
Year: 2016

Language: English
Pages: 525
Tags: Mathematical statistics.;MATHEMATICS -- Applied.;MATHEMATICS -- Probability & Statistics -- General.

Content: 1. Probability theory --
2. Some common probability distributions --
3. Infinite sequences of random variables and their convergence properties --
4. Basic concepts of statistical inference --
5. Point estimation in parametric models --
6. Hypothesis testing --
7. Methods based on likelihood and their asymptotic properties --
8. Distribution-free tests for hypothesis testing in nonparametric families --
9. Curve estimation --
10. Statistical functionals and their use in robust estimation --
11. Linear models --
12. Multivariate analysis --
13. Time series.