Introduction to statistical limit theory / by Alan M. Polansky.

Format:

Book

Author/Creator:

Polansky, Alan M., author.

Series:

Texts in statistical science.

Chapman & Hall/CRC texts in Statistical Science Series

A Chapman & Hall Book

Language:

English

Subjects (All):

Limit theorems (Probability theory).

Physical Description:

1 online resource (633 p.)

Edition:

First edition.

Place of Publication:

Boca Raton, FL : Chapman and Hall/CRC, an imprint of Taylor and Francis, 2011.

Language Note:

English

Summary:

Helping students develop a good understanding of asymptotic theory, Introduction to Statistical Limit Theory provides a thorough yet accessible treatment of common modes of convergence and their related tools used in statistics. It also discusses how the results can be applied to several common areas in the field. The author explains as much of the background material as possible and offers a comprehensive account of the modes of convergence of random variables, distributions, and moments, establishing a firm foundation for the applications that appear later in the book. The text includes detailed proofs that follow a logical progression of the central inferences of each result. It also presents in-depth explanations of the results and identifies important tools and techniques. Through numerous illustrative examples, the book shows how asymptotic theory offers deep insight into statistical problems, such as confidence intervals, hypothesis tests, and estimation.

Contents:

Cover; Title; Copyright; Contents; Preface; CHAPTER 1: Sequences of Real Numbers and Functions; CHAPTER 2: Random Variables and Characteristic Functions; CHAPTER 3: Convergence of Random Variables; CHAPTER 4: Convergence of Distributions; CHAPTER 5: Convergence of Moments; CHAPTER 6: Central Limit Theorems; CHAPTER 7: Asymptotic Expansions for Distributions; CHAPTER 8: Asymptotic Expansions for Random Variables; CHAPTER 9: Differentiable Statistical Functionals; CHAPTER 10: Parametric Inference; CHAPTER 11: Nonparametric Inference; APPENDIX A: Useful Theorems and Notation

APPENDIX B: Using R for ExperimentationReferences

Notes:

Description based upon print version of record.

Includes bibliographical references.

Description based on print version record.

ISBN:

1-4398-8457-9

0-429-14926-3

1-4200-7661-2

9780429149269

OCLC:

908078855