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Stochastics : Introduction to Probability and Statistics / Hans-Otto Georgii.
- Format:
- Book
- Author/Creator:
- Georgii, Hans-Otto, author.
- Series:
- De Gruyter textbook.
- De Gruyter Textbook
- Language:
- English
- Subjects (All):
- Probabilities--Textbooks.
- Probabilities.
- Stochastic processes--Textbooks.
- Stochastic processes.
- Mathematical statistics--Textbooks.
- Mathematical statistics.
- Physical Description:
- 1 online resource (380 p.)
- Place of Publication:
- Berlin ; Boston : De Gruyter, [2008]
- Language Note:
- English
- Summary:
- This book is a translation of the third edition of the well accepted German textbook 'Stochastik', which presents the fundamental ideas and results of both probability theory and statistics, and comprises the material of a one-year course. The stochastic concepts, models and methods are motivated by examples and problems and then developed and analysed systematically.
- Contents:
- Frontmatter
- Contents
- I Probability Theory
- 1 Principles of Modelling Chance
- 2 Stochastic Standard Models
- 3 Conditional Probabilities and Independence
- 4 Expectation and Variance
- 5 The Law of Large Numbers and the Central Limit Theorem
- 6 Markov Chains
- II Statistics
- 7 Estimation
- 8 Confidence Regions
- 9 Around the Normal Distributions
- 10 Hypothesis Testing
- 11 Asymptotic Tests and Rank Tests
- 12 Regression Models and Analysis of Variance
- Backmatter
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Jul 2019)
- ISBN:
- 9786613428592
- 9781283428590
- 1283428598
- 9783110206760
- 3110206765
- OCLC:
- 698915893
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