A termék adatai:
| ISBN13: | 9783030916978 |
| ISBN10: | 3030916979 |
| Kötéstípus: | Puhakötés |
| Terjedelem: | 685 oldal |
| Méret: | 235x155 mm |
| Súly: | 1062 g |
| Nyelv: | angol |
| Illusztrációk: | 7 Illustrations, black & white; 2 Illustrations, color |
| 593 |
Témakör:
Large Sample Techniques for Statistics
Sorozatcím:
Springer Texts in Statistics;
Kiadás sorszáma: 2nd ed. 2022
Kiadó: Springer
Megjelenés dátuma: 2023. április 6.
Kötetek száma: 1 pieces, Book
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Kiadói listaár:
EUR 72.79
Prospero ár:
EUR 34.99
Prospero ár érvényessége:
2024. június 30.
EUR 34.99
Prospero ár érvényessége:
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Rövid leírás:
This book offers a comprehensive guide to large sample techniques in statistics. With a focus on developing analytical skills and understanding motivation, Large Sample Techniques for Statistics begins with fundamental techniques, and connects theory and applications in engaging ways.
This book offers a comprehensive guide to large sample techniques in statistics. With a focus on developing analytical skills and understanding motivation, Large Sample Techniques for Statistics begins with fundamental techniques, and connects theory and applications in engaging ways.
The first five chapters review some of the basic techniques, such as the fundamental epsilon-delta arguments, Taylor expansion, different types of convergence, and inequalities. The next five chapters discuss limit theorems in specific situations of observational data. Each of the first ten chapters contains at least one section of case study. The last six chapters are devoted to special areas of applications. This new edition introduces a final chapter dedicated to random matrix theory, as well as expanded treatment of inequalities and mixed effects models.
The book's case studies and applications-oriented chapters demonstrate how to use methods developed from large sample theory in real world situations. The book is supplemented by a large number of exercises, giving readers opportunity to practice what they have learned. Appendices provide context for matrix algebra and mathematical statistics. The Second Edition seeks to address new challenges in data science.
This text is intended for a wide audience, ranging from senior undergraduate students to researchers with doctorates. A first course in mathematical statistics and a course in calculus are prerequisites..
Hosszú leírás:
This book offers a comprehensive guide to large sample techniques in statistics. With a focus on developing analytical skills and understanding motivation, Large Sample Techniques for Statistics begins with fundamental techniques, and connects theory and applications in engaging ways.
In a way, the world is made up of approximations, and surely there is no exception in the world of statistics. In fact, approximations, especially large sample approximations, are very important parts of both theoretical and - plied statistics.TheGaussiandistribution,alsoknownasthe normaldistri- tion,is merelyonesuchexample,dueto thewell-knowncentrallimittheorem. Large-sample techniques provide solutions to many practical problems; they simplify our solutions to di?cult, sometimes intractable problems; they j- tify our solutions; and they guide us to directions of improvements. On the other hand, just because large-sample approximations are used everywhere, and every day, it does not guarantee that they are used properly, and, when the techniques are misused, there may be serious consequences. 2 Example 1 (Asymptotic? distribution). Likelihood ratio test (LRT) is one of the fundamental techniques in statistics. It is well known that, in the 2 ?standard? situation, the asymptotic null distribution of the LRT is?,with the degreesoffreedomequaltothe di?erencebetweenthedimensions,de?ned as the numbers of free parameters, of the two nested models being compared (e.g., Rice 1995, pp. 310). This might lead to a wrong impression that the 2 asymptotic (null) distribution of the LRT is always? . A similar mistake 2 might take place when dealing with Pearson?s? -test?the asymptotic distri- 2 2 bution of Pearson?s? -test is not always? (e.g., Moore 1978).
The first five chapters review some of the basic techniques, such as the fundamental epsilon-delta arguments, Taylor expansion, different types of convergence, and inequalities. The next five chapters discuss limit theorems in specific situations of observational data. Each of the first ten chapters contains at least one section of case study. The last six chapters are devoted to special areas of applications. This new edition introduces a final chapter dedicated to random matrix theory, as well as expanded treatment of inequalities and mixed effects models.
The book's case studies and applications-oriented chapters demonstrate how to use methods developed from large sample theory in real world situations. The book is supplemented by a large number of exercises, giving readers opportunity to practice what they have learned. Appendices provide context for matrix algebra and mathematical statistics. The Second Edition seeks to address new challenges in data science.
This text is intended for a wide audience, ranging from senior undergraduate students to researchers with doctorates. A first course in mathematical statistics and a course in calculus are prerequisites..
In a way, the world is made up of approximations, and surely there is no exception in the world of statistics. In fact, approximations, especially large sample approximations, are very important parts of both theoretical and - plied statistics.TheGaussiandistribution,alsoknownasthe normaldistri- tion,is merelyonesuchexample,dueto thewell-knowncentrallimittheorem. Large-sample techniques provide solutions to many practical problems; they simplify our solutions to di?cult, sometimes intractable problems; they j- tify our solutions; and they guide us to directions of improvements. On the other hand, just because large-sample approximations are used everywhere, and every day, it does not guarantee that they are used properly, and, when the techniques are misused, there may be serious consequences. 2 Example 1 (Asymptotic? distribution). Likelihood ratio test (LRT) is one of the fundamental techniques in statistics. It is well known that, in the 2 ?standard? situation, the asymptotic null distribution of the LRT is?,with the degreesoffreedomequaltothe di?erencebetweenthedimensions,de?ned as the numbers of free parameters, of the two nested models being compared (e.g., Rice 1995, pp. 310). This might lead to a wrong impression that the 2 asymptotic (null) distribution of the LRT is always? . A similar mistake 2 might take place when dealing with Pearson?s? -test?the asymptotic distri- 2 2 bution of Pearson?s? -test is not always? (e.g., Moore 1978).
Tartalomjegyzék:
Chapter 1. The -? Arguments.- Chapter 2. Modes of Convergence.- Chapter 3. Big O, Small o, and the Unspecified c.- Chapter 4. Asymptotic Expansions.- Chapter 5. Inequalities.- Chapter 6. Sums of Independent Random Variables.- Chapter 7. Empirical Processes.- Chapter 8. Martingales.- Chapter 9. Time and Spatial Series.- Chapter 10. Stochastic Processes.- Chapter 11. Nonparametric Statistics.- Chapter 12. Mixed Effects Models.- Chapter 13. Small-Area Estimation.- Chapter 14. Jackknife and Bootstrap.- Chapter 15. Markov-Chain Monte Carlo.- Chapter 16. Random Matrix Theory.