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      Probability with a View Toward Statistics
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      Book

      Probability with a View Toward Statistics

      DOI link for Probability with a View Toward Statistics

      Probability with a View Toward Statistics book

      Probability with a View Toward Statistics

      DOI link for Probability with a View Toward Statistics

      Probability with a View Toward Statistics book

      ByJ. Hoffmann-Jørgensen
      Edition 1st Edition
      First Published 1994
      eBook Published 25 October 2017
      Pub. Location New York
      Imprint Routledge
      DOI https://doi.org/10.1201/9780203742006
      Pages 552
      eBook ISBN 9780203742006
      Subjects Mathematics & Statistics
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      Hoffmann-Jørgensen, J. (1994). Probability with a View Toward Statistics (1st ed.). Routledge. https://doi.org/10.1201/9780203742006

      ABSTRACT

      Volume II of this two-volume text and reference work concentrates on the applications of probability theory to statistics, e.g., the art of calculating densities of complicated transformations of random vectors, exponential models, consistency of maximum estimators, and asymptotic normality of maximum estimators. It also discusses topics of a pure probabilistic nature, such as stochastic processes, regular conditional probabilities, strong Markov chains, random walks, and optimal stopping strategies in random games. Unusual topics include the transformation theory of densities using Hausdorff measures, the consistency theory using the upper definition function, and the asymptotic normality of maximum estimators using twice stochastic differentiability. With an emphasis on applications to statistics, this is a continuation of the first volume, though it may be used independently of that book. Assuming a knowledge of linear algebra and analysis, as well as a course in modern probability, Volume II looks at statistics from a probabilistic point of view, touching only slightly on the practical computation aspects.

      TABLE OF CONTENTS

      chapter 8|83 pages

      Random Vectors and Their Densities

      chapter 9|32 pages

      Stochastic Processes

      chapter 10|54 pages

      Regular Conditional Probabilities

      chapter 11|63 pages

      Optimal Stopping Strategies

      chapter 12|104 pages

      Exponential Families

      chapter 13|105 pages

      Consistency of Maximum Estimators

      chapter 14|38 pages

      ASYMPTOTIC NORMALITY

      chapter |34 pages

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