Probability for Statisticians (Springer Texts in Statistics)

by Galen R Shorack

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The choice of examples used in this text clearly illustrate its use for a one-year graduate course. The material to be presented in the classroom constitutes a little more than half the text, while the rest of the text provides background, offers different routes that could be pursued in the classroom, as well as additional material that is appropriate for self-study. Of particular interest is a presentation of the major central limit theorems via Steins method either prior to or alternative to a characteristic function presentation. Additionally, there is considerable emphasis placed on the quantile function as well as the distribution function, with both the bootstrap and trimming presented. The section on martingales covers censored data martingales.
  • ISBN10 1280010762
  • ISBN13 9781280010767
  • Publish Date 1 January 2000
  • Publish Status Cancelled
  • Out of Print 6 May 2015
  • Publish Country US
  • Imprint Springer
  • Pages 602
  • Language English