Elements of Distribution Theory

丛 书 名：Cambridge series in statistical and probabilistic mathematics,Cambridge series on statistical and probabilistic mathematics.

作     者：Severini, Thomas A. 

I S B N：(纸本) 9780521844727 

出 版 社：Cambridge University Press 

出 版 年：2005年

页      数：xii, 515 p. :页

主 题 词：Distribution (Probability theory) 

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 070101[理学-基础数学] 

馆 藏 号：201102822...

摘      要：This detailed introduction to distribution theory uses no measure theory, making it suitable for students in statistics and econometrics as well as for researchers who use statistical methods. Good backgrounds in calculus and linear algebra are important and a course in elementary mathematical analysis is useful, but not required. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book. Topics covered range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals, orthogonal polynomials and saddlepoint approximations. The emphasis is on topics useful in understanding statistical methodology; thus, parametric statistical models and the distribution theory associated with the normal distribution are covered comprehensively.