Stochastik: Einführung in die Wahrscheinlichkeitstheorie und Statistik

Hans-Otto Georgii

Published by De Gruyter 2015

Stochastik

Einführung in die Wahrscheinlichkeitstheorie und Statistik

Stochastics: An Introduction to Probability Theory and Statistics

Hans-Otto Georgii

In the series De Gruyter Studium

https://doi.org/10.1515/9783110359701

Overview
Contents

About this book

Due to the extremely positive reception of this textbook, it is now being published in its 5^th edition. The book provides an introduction to the key ideas and elements of probability theory and statistics. Stochastic concepts, models, and methods are highlighted through typical application examples, then analyzed theoretically and systematically explored.

Zahlreiche Beispiele und Anwendungen
Übungsaufgaben und ausgewählte Lösungsskizzen
Begleittext für einführende Vorlesungen in Wahrscheinlichkeitstheorie und/oder Statistik
Auch zum Selbststudium geeignet

Author / Editor information

Hans-Otto Georgii, LMU München.

Reviews

Review for the 3rd edition by Vladimir P. Kurenok (MathSciNet)

"The 3rd edition of the book has been further extended and improved. The textbook is based on a series of lectures taught by the author for many years at the Mathematical Institute of the University of Munich. The material of the book covers two one-semester courses in probability and mathematical statistics, respectively. All chapters are equipped with exercises of varying degrees of difficulty that help to clarify the concepts.

The first part of the book is an introduction to probability theory. The material is presented using little of the measure-theoretical background but rather application-oriented examples that preserve its introductory character. Topics range from classical probability distributions to conditional distributions and limit theorems. A short introduction to Markov chains is also given. The second part of the book gives an introduction to mathematical statistics and describes main statistical procedures: parameter and interval estimation, hypothesis testing, linear regression and basics of the analysis of variance approach.

The book can be used by undergraduate mathematics majors but also by science and engineering students who wish not only to apply probability and statistics but also to understand how the methods work."

Topics

Frontmatter Publicly Available Download PDF	i
Vorwort Requires Authentication Unlicensed Licensed Download PDF	v
Inhaltsverzeichnis Publicly Available Download PDF	vii
Zufall und Mathematik Requires Authentication Unlicensed Licensed Download PDF	1
Teil I. Wahrscheinlichkeitstheorie
Kapitel 1. Mathematische Beschreibung von Zufallssituationen Requires Authentication Unlicensed Licensed Download PDF	7
Kapitel 2. Stochastische Standardmodelle Requires Authentication Unlicensed Licensed Download PDF	29
Kapitel 3. BedingteWahrscheinlichkeiten und Unabhängigkeit Requires Authentication Unlicensed Licensed Download PDF	57
Kapitel 4. Erwartungswert und Varianz Requires Authentication Unlicensed Licensed Download PDF	101
Kapitel 5. Gesetz der großen Zahl und zentraler Grenzwertsatz Requires Authentication Unlicensed Licensed Download PDF	129
Kapitel 6. Markov-Ketten Requires Authentication Unlicensed Licensed Download PDF	167
Teil II. Statistik
Kapitel 7. Parameterschätzung Requires Authentication Unlicensed Licensed Download PDF	211
Kapitel 8. Konfidenzbereiche Requires Authentication Unlicensed Licensed Download PDF	250
Kapitel 9. Rund um die Normalverteilung Requires Authentication Unlicensed Licensed Download PDF	271
Kapitel 10. Testen von Hypothesen Requires Authentication Unlicensed Licensed Download PDF	286
Kapitel 11. Asymptotische Tests und Rangtests Requires Authentication Unlicensed Licensed Download PDF	316
Kapitel 12. Regressions- und Varianzanalyse Requires Authentication Unlicensed Licensed Download PDF	353
Lösungsskizzen Requires Authentication Unlicensed Licensed Download PDF	385
Verteilungstabellen Requires Authentication Unlicensed Licensed Download PDF	416
Literatur Requires Authentication Unlicensed Licensed Download PDF	422
Symbolverzeichnis Requires Authentication Unlicensed Licensed Download PDF	426
Index Requires Authentication Unlicensed Licensed Download PDF	429

(Deutsch)

Language: German
Publisher: De Gruyter
Edition: 5th expanded and revised edition
Audience: Students of mathematics, the natural sciences, and informatics, instructors, libraries
Pages
- Front matter: 10
- Main content: 438
Keywords: Stochastics; probability theory; statistics; probability calculation

eBook

Published: May 19, 2015
ISBN: 9783110359701

Paperback

Published: May 27, 2015
ISBN: 9783110359695