Stochastics. Introduction to probability and statistics. Translated by Marcel Ortgiese, Ellen Baake, and the author. (Q455034)

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scientific article; zbMATH DE number 6090160
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    Stochastics. Introduction to probability and statistics. Translated by Marcel Ortgiese, Ellen Baake, and the author.
    scientific article; zbMATH DE number 6090160

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      Stochastics. Introduction to probability and statistics. Translated by Marcel Ortgiese, Ellen Baake, and the author. (English)
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      4 October 2012
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      stochastics
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      probability theory
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      statistics
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      This book is an extension and new version to the first edition [Zbl 1001.62002].NEWLINENEWLINEThe first chapter deals with topics from probability theory: first, the principles of modelling chance as well as stochastic standard models are introduced. Next, the book deals the conditional probabilities and independence, expectation and variance, the law of large numbers and the central limit theorem. This chapter ends with a section about Markov chains.NEWLINENEWLINEThe second chapter is about statistics and is devoted to estimation, confidence regions, normal distribution, hypothesis testing, asymptotic tests and rank tests and, at the end, regression models and the analysis of variance.NEWLINENEWLINEOn the whole, the book is well structured, illustrated with helpful figures, and contains practical problems after each section. This makes it a recommendable book for students attending a course in stochastics.
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