An Introduction to Probability and Statistics

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John Wiley & Sons, Aug 6, 2015 - Mathematics - 728 pages

A well-balanced introduction to probability theory and mathematical statistics

Featuring updated material, An Introduction to Probability and Statistics, Third Edition remains a solid overview to probability theory and mathematical statistics. Divided intothree parts, the Third Edition begins by presenting the fundamentals and foundationsof probability. The second part addresses statistical inference, and the remainingchapters focus on special topics.

An Introduction to Probability and Statistics, Third Edition includes:

  • A new section on regression analysis to include multiple regression, logistic regression, and Poisson regression
  • A reorganized chapter on large sample theory to emphasize the growing role of asymptotic statistics
  • Additional topical coverage on bootstrapping, estimation procedures, and resampling
  • Discussions on invariance, ancillary statistics, conjugate prior distributions, and invariant confidence intervals
  • Over 550 problems and answers to most problems, as well as 350 worked out examples and 200 remarks
  • Numerous figures to further illustrate examples and proofs throughout

An Introduction to Probability and Statistics, Third Edition is an ideal reference and resource for scientists and engineers in the fields of statistics, mathematics, physics, industrial management, and engineering. The book is also an excellent text for upper-undergraduate and graduate-level students majoring in probability and statistics.

 

Contents

CHAPTER 1 PROBABILITY
1
CHAPTER 2 RANDOM VARIABLES AND THEIR PROBABILITY DISTRIBUTIONS
39
CHAPTER 3 MOMENTS AND GENERATING FUNCTIONS
67
CHAPTER 4 MULTIPLE RANDOM VARIABLES
99
CHAPTER 5 SOME SPECIAL DISTRIBUTIONS
173
CHAPTER 6 SAMPLE STATISTICS AND THEIR DISTRIBUTIONS
245
LARGE SAMPLE THEORY
285
CHAPTER 8 PARAMETRIC POINT ESTIMATION
337
CHAPTER 12 GENERAL LINEAR HYPOTHESIS
535
CHAPTER 13 NONPARAMETRIC STATISTICAL INFERENCE
575
FREQUENTLY USED SYMBOLS AND ABBREVIATIONS
637
REFERENCES
641
STATISTICAL TABLES
647
ANSWERS TO SELECTED PROBLEMS
667
AUTHOR INDEX
677
SUBJECT INDEX
679

CHAPTER 9 NEYMANPEARSON THEORY OF TESTING OF HYPOTHESES
429
CHAPTER 10 SOME FURTHER RESULTS ON HYPOTHESES TESTING
463
CHAPTER 11 CONFIDENCE ESTIMATION
499
SERIES PAGE
690
EULA
701
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About the author (2015)

Vijay K. Rohatgi, PhD, is Professor Emeritus in the Department of Mathematics and Statistics at Bowling Green State University. An Investment Research Consultant for PRI Investments, he is also the author of several books and over 100 research papers.

A. K. Md. Ehsanes Saleh, PhD, is Distinguished Research Professor in the School of Mathematics and Statistics at Carleton University. Dr. Saleh is the author of more than 200 journal articles, and his research interests include nonparametric statistics, order statistics, and robust estimation.