Elements of Distribution Theory (Cambridge Series in Statistical and Probabilistic Mathematics) (Hardcover)by
Thomas A. Severini
Editorial Reviews
Review
"The most outstanding aspect of Elements of Distribution Theory is that it solidly fills a gap as an introductory coverage of approximation theory for probability distributions that gracefully avoids measure theory... Severini's proofs are clear, abundant, and illustrate the main techniques."
SIAM Review
"A powerful introduction to distribution theory and surveys in its 14 chapters... The book's material is invaluable and has a good presentation."
Hassan S. Bakouch, Tanta University
"The exposition is clear and solving the wide variety of exercises at the end of every chapter will be of help in understanding the subject better. Students wishing to learn distribution theory quickly without the use of measure theory will welcome this book."
Sreenivasan Ravi, Mathematical Reviews
Product Description
This detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics, and econometrics. The text uses no measure theory, requiring only a background in calculus and linear algebra. Topics range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals and orthogonal polynomials. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book.
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Product Details- Hardcover: 528 pages
- Publisher: Cambridge University Press (August 8, 2005)
- Language: English
- ISBN-10: 052184472X
- ISBN-13: 978-0521844727
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