File Name: problems and solutions in mathematical statistics .zip
You are allowed to allowed to collaborate with your classmates on the homework problems. Solutions are due back in class on Thursday, October For the take home exam you may use your book and your lecture notes.
- Book Details
- problems and solutions in mathematical statistics pdf
- Statistics & Mathematics
- Problems and Solutions in Mathematical Statistics
Most of the problems are assigned from the required textbook: Rice, John A. Mathematical Statistics and Data Analysis.
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This book deals with the characterization of probability distributions. It is well known that both the sum and the difference of two Gaussian independent random variables with equal variance are independent as well. The converse statement was proved independently by M.
Kac and S. This result is a famous example of a characterization theorem. In general, characterization problems in mathematical statistics are statements in which the description of possible distributions of random variables follows from properties of some functions in these variables.
In recent years, a great deal of attention has been focused upon generalizing the classical characterization theorems to random variables with values in various algebraic structures such as locally compact Abelian groups, Lie groups, quantum groups, or symmetric spaces.
The present book is aimed at the generalization of some well-known characterization theorems to the case of independent random variables taking values in a locally compact Abelian group X. The main attention is paid to the characterization of the Gaussian and the idempotent distribution group analogs of the Kac—Bernstein, Skitovich—Darmois, and Heyde theorems.
The solution of the corresponding problems is reduced to the solution of some functional equations in the class of continuous positive definite functions defined on the character group of X. The author is an expert in algebraic probability theory. His comprehensive and self-contained monograph is addressed to mathematicians working in probability theory on algebraic structures, abstract harmonic analysis, and functional equations. The book concludes with comments and unsolved problems that provide further stimulation for future research in the theory.
Keywords: Locally compact Abelian group, Gaussian distribution, characterization problems of mathematical statistics, functional equation. Review in MR e
problems and solutions in mathematical statistics pdf
For students preparing for work on a Ph. The exercises are grouped into seven chapters with titles matching those in the author's Mathematical Statistics. On the other hand, the book is stand-alone because exercises and solutions are comprehensible independently of their source, and notation and terminology are explained in the front of the book. Readers are assumed to have a good knowledge in advanced calculus. A course in real analysis or measure theory is highly recommended. If this book is used with a statistics textbook that does not include probability theory, then knowledge in measure-theoretic probability theory is required.
Some of the problems are more difficult and can be used as individual assignments for course papers. We use optional third-party analytics cookies to understand how you use GitHub. Several tables are adjoined to the collection. At the first stage the original data should be simulated using either published tables of random numbers or special computer programs. We have included problems on computer simulation of random variables in order to obtain the data for statistical interpretation. This problem book covers all the traditional topics in modern statistical theory and is designed for students at technical colleges and universities who have mathematical statistics as an obligatory course.
Statistics & Mathematics
Authored By Gupta S. Publishing Year: Size: ISBN: MRP:
This book deals with the characterization of probability distributions.
Problems and Solutions in Mathematical Statistics
ГЛАВА 84 Джабба вздохнул с облегчением, припаяв последний контакт. Выключив паяльник, он отложил в сторону фонарик и некоторое время отдыхал, лежа под большим стационарным компьютером. Затекшая шея причиняла ему сильную боль. Такая работа была непростой, особенно для человека его комплекции. И они делают их все более и более миниатюрными, - подумал .
Стратмор нахмурился: - В этом вся проблема. - Офицер полиции этого не знает. - Не имеет понятия. Рассказ канадца показался ему полным абсурдом, и он подумал, что старик еще не отошел от шока или страдает слабоумием.