1st Edition

Probability With a View Towards Statistics, Volume II

By J. Hoffman-Jorgensen Copyright 1994
548 Pages
by Chapman & Hall

552 Pages
by Routledge

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... Read more
8: Random Vectors and Their Densities; 9: Stochastic Processes; 10: Regular Conditional Probabilities; 11: Optimal Stopping Strategies; 12: Exponential Families; 13: Consistency of Maximum Estimators; 14: ASYMPTOTIC NORMALITY; Prerequistes

Biography

J. Hoffman-Jorgensen

"...a useful text for library shelves and reference."
-Journal of the Royal Statistical Society