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Probability and Statistical Inference
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Probability and Statistical Inference Hardcover - 2000 - 1st Edition

by Nitis Mukhopadhyay


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This gracefully organized textbook reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, numerous figures and tables, and computer simulations to develop and illustrate concepts. Beginning with an introduction to the basic ideas and techniques in probability theory and progressing to more rigorous topics, Probability and Statistical Inference

  • studies the Helmert transformation for normal distributions and the waiting time between failures for exponential distributions
  • develops notions of convergence in probability and distribution
  • spotlights the central limit theorem (CLT) for the sample variance
  • introduces sampling distributions and the Cornish-Fisher expansions
  • concentrates on the fundamentals of sufficiency, information, completeness, and ancillarity
  • explains Basu's Theorem as well as location, scale, and location-scale families of distributions
  • covers moment estimators, maximum likelihood estimators (MLE), Rao-Blackwellization, and the Cramr-Rao inequality
  • discusses uniformly minimum variance unbiased estimators (UMVUE) and Lehmann-Scheff Theorems
  • focuses on the Neyman-Pearson theory of most powerful (MP) and uniformly most powerful (UMP) tests of hypotheses, as well as confidence intervals
  • includes the likelihood ratio (LR) tests for the mean, variance, and correlation coefficient
  • summarizes Bayesian methods
  • describes the monotone likelihood ratio (MLR) property
  • handles variance stabilizing transformations
  • provides a historical context for statistics and statistical discoveries
  • showcases great statisticians through biographical notes Employing over 1400 equations to reinforce its subject matter, Probability and Statistical Inference is a groundbreaking text for first-year graduate and upper-level undergraduate courses in probability and statistical inference who have completed a calculus prerequisite, as well as a supplemental text for classes in Advanced Statistical Inference or Decision Theory.
  • First line

    In the study of the subject of probability, we first imagine an appropriate random experiment.

    Details

    • Title Probability and Statistical Inference
    • Author Nitis Mukhopadhyay
    • Binding Hardcover
    • Edition number 1st
    • Edition 1
    • Pages 690
    • Volumes 1
    • Language ENG
    • Publisher CRC Press, U.S.A.
    • Date March 22, 2000
    • Illustrated Yes
    • ISBN 9780824703790 / 0824703790
    • Weight 2.33 lbs (1.06 kg)
    • Dimensions 9.04 x 6.26 x 1.44 in (22.96 x 15.90 x 3.66 cm)
    • Library of Congress subjects Probabilities, Mathematical statistics
    • Library of Congress Catalog Number 00022901
    • Dewey Decimal Code 519.2

    Media reviews

    Citations

    • Scitech Book News, 06/01/2000, Page 34
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    Probability and Statistical Inference

    Probability and Statistical Inference

    by Nitis Mukhopadhyay

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    Hardback. New. Presents the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, numerous figures and tables, and computer simulations to develop and illustrate concepts. This book covers various topics typically addressed in a two-semester course in probability and statistical inference.
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    Probability and Statistical Inference
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    Probability and Statistical Inference

    by Nitis Mukhopadhyay

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    Taylor & Francis Group , pp. xviii + 665 . Hardback. Used.
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    Probability and Statistical Inference
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    Probability and Statistical Inference

    by Mukhopadhyay, Nitis (Author)

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    9780824703790
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    Marcel Dekker Inc, 2000. Hardcover. New. 1st edition. 665 pages. 9.25x6.25x1.50 inches.
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    Probability and Statistical Inference (Statistics: A Series of Textbooks and Monographs)
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    Probability and Statistical Inference (Statistics: A Series of Textbooks and Monographs)

    by Mukhopadhyay, Nitis

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    Probability and Statistical Inference (Statistics: A Series of Textbooks and Monographs)
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    Probability and Statistical Inference (Statistics: A Series of Textbooks and Monographs)

    by Mukhopadhyay, Nitis

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    9780824703790
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