Probability for Statisticians

Nonfiction, Science & Nature, Mathematics, Mathematical Analysis, Statistics
Cover of the book Probability for Statisticians by Galen R. Shorack, Springer International Publishing
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Author: Galen R. Shorack ISBN: 9783319522074
Publisher: Springer International Publishing Publication: September 21, 2017
Imprint: Springer Language: English
Author: Galen R. Shorack
ISBN: 9783319522074
Publisher: Springer International Publishing
Publication: September 21, 2017
Imprint: Springer
Language: English

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.

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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.

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