Statistical Theory
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Author | : Felix Abramovich |
Publisher | : CRC Press |
Total Pages | : 240 |
Release | : 2013-04-25 |
Genre | : Mathematics |
ISBN | : 148221184X |
Designed for a one-semester advanced undergraduate or graduate course, Statistical Theory: A Concise Introduction clearly explains the underlying ideas and principles of major statistical concepts, including parameter estimation, confidence intervals, hypothesis testing, asymptotic analysis, Bayesian inference, and elements of decision theory. It i
Author | : David A. Blackwell |
Publisher | : Courier Corporation |
Total Pages | : 388 |
Release | : 2012-06-14 |
Genre | : Mathematics |
ISBN | : 0486150895 |
Evaluating statistical procedures through decision and game theory, as first proposed by Neyman and Pearson and extended by Wald, is the goal of this problem-oriented text in mathematical statistics. First-year graduate students in statistics and other students with a background in statistical theory and advanced calculus will find a rigorous, thorough presentation of statistical decision theory treated as a special case of game theory. The work of Borel, von Neumann, and Morgenstern in game theory, of prime importance to decision theory, is covered in its relevant aspects: reduction of games to normal forms, the minimax theorem, and the utility theorem. With this introduction, Blackwell and Professor Girshick look at: Values and Optimal Strategies in Games; General Structure of Statistical Games; Utility and Principles of Choice; Classes of Optimal Strategies; Fixed Sample-Size Games with Finite Ω and with Finite A; Sufficient Statistics and the Invariance Principle; Sequential Games; Bayes and Minimax Sequential Procedures; Estimation; and Comparison of Experiments. A few topics not directly applicable to statistics, such as perfect information theory, are also discussed. Prerequisites for full understanding of the procedures in this book include knowledge of elementary analysis, and some familiarity with matrices, determinants, and linear dependence. For purposes of formal development, only discrete distributions are used, though continuous distributions are employed as illustrations. The number and variety of problems presented will be welcomed by all students, computer experts, and others using statistics and game theory. This comprehensive and sophisticated introduction remains one of the strongest and most useful approaches to a field which today touches areas as diverse as gambling and particle physics.
Author | : Mark J. Schervish |
Publisher | : Springer Science & Business Media |
Total Pages | : 732 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461242509 |
The aim of this graduate textbook is to provide a comprehensive advanced course in the theory of statistics covering those topics in estimation, testing, and large sample theory which a graduate student might typically need to learn as preparation for work on a Ph.D. An important strength of this book is that it provides a mathematically rigorous and even-handed account of both Classical and Bayesian inference in order to give readers a broad perspective. For example, the "uniformly most powerful" approach to testing is contrasted with available decision-theoretic approaches.
Author | : Christopher G. Small |
Publisher | : Springer Science & Business Media |
Total Pages | : 237 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461240328 |
In general terms, the shape of an object, data set, or image can be de fined as the total of all information that is invariant under translations, rotations, and isotropic rescalings. Thus two objects can be said to have the same shape if they are similar in the sense of Euclidean geometry. For example, all equilateral triangles have the same shape, and so do all cubes. In applications, bodies rarely have exactly the same shape within measure ment error. In such cases the variation in shape can often be the subject of statistical analysis. The last decade has seen a considerable growth in interest in the statis tical theory of shape. This has been the result of a synthesis of a number of different areas and a recognition that there is considerable common ground among these areas in their study of shape variation. Despite this synthesis of disciplines, there are several different schools of statistical shape analysis. One of these, the Kendall school of shape analysis, uses a variety of mathe matical tools from differential geometry and probability, and is the subject of this book. The book does not assume a particularly strong background by the reader in these subjects, and so a brief introduction is provided to each of these topics. Anyone who is unfamiliar with this material is advised to consult a more complete reference. As the literature on these subjects is vast, the introductory sections can be used as a brief guide to the literature.
Author | : Vladimir Vapnik |
Publisher | : Springer Science & Business Media |
Total Pages | : 324 |
Release | : 2013-06-29 |
Genre | : Mathematics |
ISBN | : 1475732643 |
The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. It considers learning as a general problem of function estimation based on empirical data. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics. This second edition contains three new chapters devoted to further development of the learning theory and SVM techniques. Written in a readable and concise style, the book is intended for statisticians, mathematicians, physicists, and computer scientists.
Author | : Robert W. Keener |
Publisher | : Springer Science & Business Media |
Total Pages | : 543 |
Release | : 2010-09-08 |
Genre | : Mathematics |
ISBN | : 0387938397 |
Intended as the text for a sequence of advanced courses, this book covers major topics in theoretical statistics in a concise and rigorous fashion. The discussion assumes a background in advanced calculus, linear algebra, probability, and some analysis and topology. Measure theory is used, but the notation and basic results needed are presented in an initial chapter on probability, so prior knowledge of these topics is not essential. The presentation is designed to expose students to as many of the central ideas and topics in the discipline as possible, balancing various approaches to inference as well as exact, numerical, and large sample methods. Moving beyond more standard material, the book includes chapters introducing bootstrap methods, nonparametric regression, equivariant estimation, empirical Bayes, and sequential design and analysis. The book has a rich collection of exercises. Several of them illustrate how the theory developed in the book may be used in various applications. Solutions to many of the exercises are included in an appendix.
Author | : Johann Pfanzagl |
Publisher | : Walter de Gruyter |
Total Pages | : 389 |
Release | : 2011-05-03 |
Genre | : Mathematics |
ISBN | : 3110889765 |
Author | : David J. Olive |
Publisher | : Springer |
Total Pages | : 438 |
Release | : 2014-05-07 |
Genre | : Mathematics |
ISBN | : 3319049720 |
This text is for a one semester graduate course in statistical theory and covers minimal and complete sufficient statistics, maximum likelihood estimators, method of moments, bias and mean square error, uniform minimum variance estimators and the Cramer-Rao lower bound, an introduction to large sample theory, likelihood ratio tests and uniformly most powerful tests and the Neyman Pearson Lemma. A major goal of this text is to make these topics much more accessible to students by using the theory of exponential families. Exponential families, indicator functions and the support of the distribution are used throughout the text to simplify the theory. More than 50 ``brand name" distributions are used to illustrate the theory with many examples of exponential families, maximum likelihood estimators and uniformly minimum variance unbiased estimators. There are many homework problems with over 30 pages of solutions.
Author | : Robb J. Muirhead |
Publisher | : John Wiley & Sons |
Total Pages | : 706 |
Release | : 2009-09-25 |
Genre | : Mathematics |
ISBN | : 0470316705 |
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. ". . . the wealth of material on statistics concerning the multivariate normal distribution is quite exceptional. As such it is a very useful source of information for the general statistician and a must for anyone wanting to penetrate deeper into the multivariate field." -Mededelingen van het Wiskundig Genootschap "This book is a comprehensive and clearly written text on multivariate analysis from a theoretical point of view." -The Statistician Aspects of Multivariate Statistical Theory presents a classical mathematical treatment of the techniques, distributions, and inferences based on multivariate normal distribution. Noncentral distribution theory, decision theoretic estimation of the parameters of a multivariate normal distribution, and the uses of spherical and elliptical distributions in multivariate analysis are introduced. Advances in multivariate analysis are discussed, including decision theory and robustness. The book also includes tables of percentage points of many of the standard likelihood statistics used in multivariate statistical procedures. This definitive resource provides in-depth discussion of the multivariate field and serves admirably as both a textbook and reference.
Author | : Yu.L. Klimontovich |
Publisher | : Springer Science & Business Media |
Total Pages | : 589 |
Release | : 2012-12-06 |
Genre | : Science |
ISBN | : 9401101752 |
Let us begin by quoting from the Preface to the author's Statistical Physics (Moscow, Nauka 1982; also published in English by Harwood in 1986): '''My God! Yet another book on statistical physics! There's no room on my bookshelves left!' Such emotionsare quite understandable. Beforejumping to conclusions, however, it would be worthwhile to read the Introduction and look through the table of contents. Then the reader will find that this book is totally different from the existing courses, fundamental and concise. ... We do not use the conventional division into statistical theories ofequilibrium and nonequilibrium states. Rather than that, the theory ofnonequilibrium state is the basis and the backbone oftheentirecourse. ... This approach allows us to develop a unified method for statistical description ofa very broadclassofsystems. ... The author certainly does not wish to exaggerate the advantages of the book, considering it asjustthe first attemptto create a textbookofa new kind." The next step in this direction was the author's Turbulent Motion and the Structure of Chaos (Moscow, Nauka 1990; Kluwer Academic Publishers 1991). This book is subtitled A New Approach to the Statistical Theory of Open Systems. Naturally, the "new approach" is not meant to defy the consistent and efficient methods of the conventional statistical theory; itshould be regarded as auseful reinforcementofsuch methods.