CSSPM017.Elements.of.Distribution.Theory(Thomas A. Severini)(2005)

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1、P1:JZP/JZKP2:JZPCUNY148/Severini-FMCUNY148/SeveriniJune8,200517:55ThispageintentionallyleftblankP1:JZP/JZKP2:JZPCUNY148/Severini-FMCUNY148/SeveriniJune8,200517:55ElementsofDistributionTheoryThisdetailedintroductiontodistributiontheoryusesnomeasuretheor

2、y,makingitsuitableforstudentsinstatisticsandeconometricsaswellasforresearcherswhousestatisticalmethods.Goodbackgroundsincalculusandlinearalgebraareimportantandacourseinelementarymathematicalanalysisisuseful,butnotrequired.Anappendixgivesadetailedsummar

3、yofthemathematicaldefinitionsandresultsthatareusedinthebook.Topicscoveredrangefromthebasicdistributionanddensityfunctions,expectation,conditioning,characteristicfunctions,cumulants,conver-genceindistribution,andthecentrallimittheoremtomoreadvancedconcep

4、tssuchasexchangeability,modelswithagroupstructure,asymp-toticapproximationstointegrals,orthogonalpolynomials,andsaddle-pointapproximations.Theemphasisisontopicsusefulinunderstand-ingstatisticalmethodology;thus,parametricstatisticalmodelsandthedistribut

5、iontheoryassociatedwiththenormaldistributionarecoveredcomprehensively.ThomasA.SeverinireceivedhisPh.D.inStatisticsfromtheUniversityofChicago.HeisnowaProfessorofStatisticsatNorthwesternUniversity.HehasalsowrittenLikelihoodMethodsinStatistics.Hehaspublis

6、hedextensivelyinstatisticaljournalssuchasBiometrika,JournaloftheAmericanStatisticalAssociation,andJournaloftheRoyalStatisticalSociety.HeisamemberoftheInstituteofMathematicalStatisticsandtheAmericanStatisticalAssociation.iP1:JZP/JZKP2:JZPCUNY148/Severin

7、i-FMCUNY148/SeveriniJune8,200517:55CAMBRIDGESERIESINSTATISTICALANDPROBABILISTICMATHEMATICSEditorialBoard:R.Gill,DepartmentofMathematics,UtrechtUniversityB.D.Ripley,DepartmentofStatistics,UniversityofOxfordS.Ross,EpsteinDepartmentofIndustrial&SystemsEng

8、ineering,UniversityofSouthernCaliforniaB.W.Silverman,St.Peter’sCollege,OxfordM.Stein,DepartmentofStatistics,UniversityofChicagoThisseriesofhigh-qualityupper-divisiontextbooksandexpositorymonographscoversallaspectsofstochasticapplicablem