Mathematical statistics. An introduction (Q1266242): Difference between revisions

As the author states, this book arose from a series of lectures he gave at the University of Nijmegen, Holland, and is an introduction to mathematical statistics. It is composed of the following chapters: I. Probability theory; II. Statistics and their probability distributions, estimation theory; III. Hypothesis tests; IV. Simple regression analysis; V. Normal analysis of variance; VI. Non-parametric methods; VII. Stochastic analysis and its applications in statistics; VIII. Vectorial statistics. There are also six appendices: A Lebesgue's convergence theorems; B. Product measures; C. Conditional probabilities; D. The characteristic function of the Cauchy distribution; E. Metric spaces, equicontinuity; F. The Fourier transform and the existence of stoutly tailed distribution functions. As a rule, rigorous proofs are given. In the few exceptions to the rule, appropriate references are given. The text contains several examples illustrating and applying the theoretical results, and 260 exercises varying in difficulty. An elementary course in calculus and linear algebra is a prerequisite to this textbook.