Basic Results

Basic Results
Author: Akiva M. Jaglom
Publisher:
Total Pages: 526
Release: 1987
Genre:
ISBN: 9783540962687

Correlation Theory of Stationary and Related Random Functions

Correlation Theory of Stationary and Related Random Functions
Author: A.M. Yaglom
Publisher: Springer Science & Business Media
Total Pages: 267
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461246288

Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.

Correlation Theory of Stationary and Related Random Functions

Correlation Theory of Stationary and Related Random Functions
Author: A. M. Yaglom
Publisher: Springer
Total Pages: 526
Release: 1987-06-10
Genre: Mathematics
ISBN: 9780387962689

The theory of random functions is a very important and advanced part of modem probability theory, which is very interesting from the mathematical point of view and has many practical applications. In applications, one has to deal particularly often with the special case of stationary random functions. Such functions naturally arise when one considers a series of observations x(t) which depend on the real-valued or integer-valued ar gument t ("time") and do not undergo any systematic changes, but only fluctuate in a disordered manner about some constant mean level. Such a time series x(t) must naturally be described statistically, and in that case the stationary random function is the most appropriate statistical model. Stationary time series constantly occur in nearly all the areas of modem technology (in particular, in electrical and radio engineering, electronics, and automatic control) as well as in all the physical and geophysical sciences, in many other ap mechanics, economics, biology and medicine, and also plied fields. One of the important trends in the recent development of science and engineering is the ever-increasing role of the fluctuation phenomena associated with the stationary disordered time series. Moreover, at present, more general classes of random functions related to a class of stationary random functions have also been appearing quite often in various applied studies and hence have acquired great practical importance.

An Introduction to the Theory of Stationary Random Functions

An Introduction to the Theory of Stationary Random Functions
Author: A. M. Yaglom
Publisher: Courier Corporation
Total Pages: 258
Release: 2004-01-01
Genre: Mathematics
ISBN: 9780486495712

This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.

Advanced Statistics

Advanced Statistics
Author: Shelby J. Haberman
Publisher: Springer Science & Business Media
Total Pages: 520
Release: 1996-06-20
Genre: Mathematics
ISBN: 9780387947174

Advanced Statistics provides a rigorous development of statistics that emphasizes the definition and study of numerical measures that describe population variables. Volume 1 studies properties of commonly used descriptive measures. Volume 2 considers use of sampling from populations to draw inferences concerning properties of populations. The volumes are intended for use by graduate students in statistics and professional statisticians, although no specific prior knowledge of statistics is assumed. The rigorous treatment of statistical concepts requires that the reader be familiar with mathematical analysis and linear algebra, so that open sets, continuous functions, differentials, Raman integrals, matrices, and vectors are familiar terms.

Statistical Tools for Nonlinear Regression

Statistical Tools for Nonlinear Regression
Author: Sylvie Huet
Publisher: Springer Science & Business Media
Total Pages: 161
Release: 2013-04-17
Genre: Mathematics
ISBN: 147572523X

Statistical Tools for Nonlinear Regression presents methods for analyzing data. It has been expanded to include binomial, multinomial and Poisson non-linear models. The examples are analyzed with the free software nls2 updated to deal with the new models included in the second edition. The nls2 package is implemented in S-PLUS and R. Several additional tools are included in the package for calculating confidence regions for functions of parameters or calibration intervals, using classical methodology or bootstrap.

Statistics for Spatio-Temporal Data

Statistics for Spatio-Temporal Data
Author: Noel Cressie
Publisher: John Wiley & Sons
Total Pages: 596
Release: 2015-11-02
Genre: Mathematics
ISBN: 1119243068

Winner of the 2013 DeGroot Prize. A state-of-the-art presentation of spatio-temporal processes, bridging classic ideas with modern hierarchical statistical modeling concepts and the latest computational methods Noel Cressie and Christopher K. Wikle, are also winners of the 2011 PROSE Award in the Mathematics category, for the book “Statistics for Spatio-Temporal Data” (2011), published by John Wiley and Sons. (The PROSE awards, for Professional and Scholarly Excellence, are given by the Association of American Publishers, the national trade association of the US book publishing industry.) Statistics for Spatio-Temporal Data has now been reprinted with small corrections to the text and the bibliography. The overall content and pagination of the new printing remains the same; the difference comes in the form of corrections to typographical errors, editing of incomplete and missing references, and some updated spatio-temporal interpretations. From understanding environmental processes and climate trends to developing new technologies for mapping public-health data and the spread of invasive-species, there is a high demand for statistical analyses of data that take spatial, temporal, and spatio-temporal information into account. Statistics for Spatio-Temporal Data presents a systematic approach to key quantitative techniques that incorporate the latest advances in statistical computing as well as hierarchical, particularly Bayesian, statistical modeling, with an emphasis on dynamical spatio-temporal models. Cressie and Wikle supply a unique presentation that incorporates ideas from the areas of time series and spatial statistics as well as stochastic processes. Beginning with separate treatments of temporal data and spatial data, the book combines these concepts to discuss spatio-temporal statistical methods for understanding complex processes. Topics of coverage include: Exploratory methods for spatio-temporal data, including visualization, spectral analysis, empirical orthogonal function analysis, and LISAs Spatio-temporal covariance functions, spatio-temporal kriging, and time series of spatial processes Development of hierarchical dynamical spatio-temporal models (DSTMs), with discussion of linear and nonlinear DSTMs and computational algorithms for their implementation Quantifying and exploring spatio-temporal variability in scientific applications, including case studies based on real-world environmental data Throughout the book, interesting applications demonstrate the relevance of the presented concepts. Vivid, full-color graphics emphasize the visual nature of the topic, and a related FTP site contains supplementary material. Statistics for Spatio-Temporal Data is an excellent book for a graduate-level course on spatio-temporal statistics. It is also a valuable reference for researchers and practitioners in the fields of applied mathematics, engineering, and the environmental and health sciences.

Weak Convergence and Empirical Processes

Weak Convergence and Empirical Processes
Author: Aad van der vaart
Publisher: Springer Science & Business Media
Total Pages: 523
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475725450

This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.

Test Equating

Test Equating
Author: Michael J. Kolen
Publisher: Springer Science & Business Media
Total Pages: 351
Release: 2013-11-11
Genre: Mathematics
ISBN: 1475724128

In recent years, many researchers in the psychology and statistical communities have paid increasing attention to test equating as issues of using multiple test forms have arisen and in response to criticisms of traditional testing techniques. This book provides a practically oriented introduction to test equating which both discusses the most frequently used equating methodologies and covers many of the practical issues involved. The main themes are: - the purpose of equating - distinguishing between equating and related methodologies - the importance of test equating to test development and quality control - the differences between equating properties, equating designs, and equating methods - equating error, and the underlying statistical assumptions for equating. The authors are acknowledged experts in the field, and the book is based on numerous courses and seminars they have presented. As a result, educators, psychometricians, professionals in measurement, statisticians, and students coming to the subject for the first time as part of their graduate study will find this an invaluable text and reference.

Breakthroughs in Statistics

Breakthroughs in Statistics
Author: Samuel Kotz
Publisher: Springer Science & Business Media
Total Pages: 665
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461209196

This is a two volume collection of seminal papers in the statistical sciences written during the past 100 years. These papers have each had an outstanding influence on the development of statistical theory and practice over the last century. Each paper is preceded by an introduction written by an authority in the field providing background information and assessing its influence. Readers will enjoy a fresh outlook on now well-established features of statistical techniques and philosophy by becoming acquainted with the ways they have been developed. It is hoped that some readers will be stimulated to study some of the references provided in the Introductions (and also in the papers themselves) and so attain a deeper background knowledge of the basis of their work.