Stochastics: Introduction to Probability and Statistics

Hans-Otto Georgii

Published by De Gruyter 2008

Stochastics

Introduction to Probability and Statistics

Hans-Otto Georgii
Translated by: Marcel Ortgiese , Ellen Baake and Hans-Otto Georgii

In the series De Gruyter Textbook

https://doi.org/10.1515/9783110206760

Overview
Contents

About this book

This book is a translation of the third edition of the well accepted German textbook 'Stochastik', which presents the fundamental ideas and results of both probability theory and statistics, and comprises the material of a one-year course. The stochastic concepts, models and methods are motivated by examples and problems and then developed and analysed systematically.

Author / Editor information

Hans-Otto Georgii, Ludwig-Maximilians-University, Munich, Germany.

Reviews

"The book can be used by undergraduate mathematics majors but also by science and engeneering students who wish not only to apply probability and statistics but also to understand how the methods work."
Vladimir P. Kurenok in: Mathematical Reviews 2009b

"The book is well-written and mathematically oriented students and researchers will certainly find that it provides a high level introduction to probability theory and mathematical statistics."
In: EMS Newsletter 9/2008

Topics

Frontmatter Requires Authentication Unlicensed Licensed Download PDF	2
Contents Requires Authentication Unlicensed Licensed Download PDF	8
I Probability Theory
1 Principles of Modelling Chance Requires Authentication Unlicensed Licensed Download PDF	18
2 Stochastic Standard Models Requires Authentication Unlicensed Licensed Download PDF	37
3 Conditional Probabilities and Independence Requires Authentication Unlicensed Licensed Download PDF	61
4 Expectation and Variance Requires Authentication Unlicensed Licensed Download PDF	101
5 The Law of Large Numbers and the Central Limit Theorem Requires Authentication Unlicensed Licensed Download PDF	128
6 Markov Chains Requires Authentication Unlicensed Licensed Download PDF	160
II Statistics
7 Estimation Requires Authentication Unlicensed Licensed Download PDF	198
8 Confidence Regions Requires Authentication Unlicensed Licensed Download PDF	233
9 Around the Normal Distributions Requires Authentication Unlicensed Licensed Download PDF	252
10 Hypothesis Testing Requires Authentication Unlicensed Licensed Download PDF	266
11 Asymptotic Tests and Rank Tests Requires Authentication Unlicensed Licensed Download PDF	294
12 Regression Models and Analysis of Variance Requires Authentication Unlicensed Licensed Download PDF	329
Backmatter Requires Authentication Unlicensed Licensed Download PDF	360

(Deutsch)

Language: English
Publisher: De Gruyter
Audience: Students of Mathematics, Scientists, Computer Scientists; Academic Libraries
Pages
- Front matter: 9
- Main content: 370
Keywords: Normal Distribution; Regression; Statistics; Variance; Probability Distribution

eBook

Published: August 27, 2008
ISBN: 9783110206760

Hardcover

Published: February 27, 2008
ISBN: 9783110191455