Fundamentals of Mathematical Statistics
1st Edition
Published on 17. April 2023
Book
Hardback
244 pages
978-1-032-22382-7 (ISBN)
Description
Fundamentals of Mathematical Statistics is meant for a standard one-semester advanced undergraduate or graduate-level course in Mathematical Statistics. It covers all the key topics-statistical models, linear normal models, exponential families, estimation, asymptotics of maximum likelihood, significance testing, and models for tables of counts. It assumes a good background in mathematical analysis, linear algebra, and probability but includes an appendix with basic results from these areas. Throughout the text, there are numerous examples and graduated exercises that illustrate the topics covered, rendering the book suitable for teaching or self-study.
Features
A concise yet rigorous introduction to a one-semester course in Mathematical Statistics
Covers all the key topics
Assumes a solid background in Mathematics and Probability
Numerous examples illustrate the topics
Many exercises enhance understanding of the material and enable course use
This textbook will be a perfect fit for an advanced course in Mathematical Statistics or Statistical Theory. The concise and lucid approach means it could also serve as a good alternative, or supplement, to existing texts.
Features
A concise yet rigorous introduction to a one-semester course in Mathematical Statistics
Covers all the key topics
Assumes a solid background in Mathematics and Probability
Numerous examples illustrate the topics
Many exercises enhance understanding of the material and enable course use
This textbook will be a perfect fit for an advanced course in Mathematical Statistics or Statistical Theory. The concise and lucid approach means it could also serve as a good alternative, or supplement, to existing texts.
More details
Series
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
Illustrations
34 s/w Abbildungen, 34 s/w Zeichnungen, 3 s/w Tabellen
3 Tables, black and white; 34 Line drawings, black and white; 34 Illustrations, black and white
Dimensions
Height: 240 mm
Width: 161 mm
Thickness: 19 mm
Weight
558 gr
ISBN-13
978-1-032-22382-7 (9781032223827)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Steffen Lauritzen
Fundamentals of Mathematical Statistics
E-Book
04/2023
1st Edition
Chapman & Hall/CRC
€115.99
Available for download
Steffen Lauritzen
Fundamentals of Mathematical Statistics
E-Book
04/2023
1st Edition
Chapman & Hall/CRC
€115.99
Available for download
Person
Steffen Lauritzen is Emeritus Professor of Statistics at the University of Copenhagen and the University of Oxford as well as Honorary Professor at Aalborg University. He is most well known for his work on graphical models, in particular represented in a monograph from 1996 with that title, but he has published in a wide range of topics. He has received numerous awards and honours, including the Guy Medal in Silver from the Royal Statistical Society, where he also is an Honorary Fellow. He was elected to the Royal Danish Academy of Sciences and Letters in 2008 and became a Fellow of the Royal Society in 2011.
Content
1. Statistical Models. 1.1. Models and parametrizations. 1.2. Likelihood, score, and information. 1.3. Exercises. 2. Linear Normal Models. 2.1. The multivariate normal distribution. 2.2. The normal distribution on a vector space. 2.3. The linear normal model. 2.4. Exercises. 3. Exponential Families. 3.1. Regular exponential families. 3.2. Examples of exponential families. 3.3. Properties of exponential families. 3.4. Constructing exponential families. 3.5. Moments, score, and information. 3.6. Curved exponential families. 3.7. Exercises. 4. Estimation. 4.1. General concepts and exact properties. 4.2. Various estimation methods. 4.3. The method of maximum likelihood. 4.4. Exercises. 5. Asymptotic Theory. 5.1. Asymptotic consistency and normality. 5.2. Asymptotics of moment estimators. 5.3. Asymptotics in regular exponential families. 5.4. Asymptotics in curved exponential families. 5.5. More about asymptotics. 5.6. Exercises. 6. Set Estimation. 6.1. Basic issues and definition. 6.2. Exact confidence regions by pivots. 6.3. Likelihood based regions. 6.4. Confidence regions by asymptotic pivots. 6.5. Properties of set estimators. 6.6. Credibility regions. 6.7. Exercises. 7. Significance Testing. 7.1. The problem. 7.2. Hypotheses and test statistics. 7.3. Significance and p-values. 7.4. Critical regions, power, and error types. 7.5. Set estimation and testing. 7.6. Test in linear normal models. 7.7. Determining p-values. 7.8. Exercises. 8. Models for Tables of Counts. 8.1. Multinomial exponential families. 8.2. Genetic equilibrium models. 8.3. Contingency tables. 8.4. Exercises.