Statistics /

Basándose en el éxito de Matrix Algebra de Abadir y Magnus en la serie Econometric Exercises, Statistics sirve de puente entre la estadística elemental y la especializada. Los profesores Abadir, Heijmans y Magnus utilizan libremente el álgebra matricial para cubrir material de nivel intermedio a ava...

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Bibliographic Details
Main Author: Abadir, Karim M. (autor)
Other Authors: Heijmans, Risto D. H. (autor), Magnus, Jan R. (autor)
Format: Book
Language:English
Published: Cambridge, Mass. : Cambridge University Press, ©2019
Series:Econometric exercises ; v. 2
Subjects:
Online Access:Información sobre K. M. Abadir
Información sobre R. D. H. Heijmans
Información sobre J. R. Magnus
Table of Contents:
  • Preface
  • Pte A. Probability and distribution theory: 1. Probability
  • 2. Random variables, probability distributions and densities
  • 3. Expectations and their generating functions
  • 4. Special univariate distributions
  • 5. Joint distributions and densities
  • 6. Conditioning, dependence, and joint moments
  • 7. Funcions of random variables
  • 8. The multivariate normal and functions theorof
  • Pte. B. Estimation and inference: 9. Sample statistics and their distributions
  • 10. Asymptotic theory
  • 11. Principles of point estimation
  • 12. Likelihood, information and maximum likelihood estimation
  • 13. Other methods of estimation
  • 14. Tests of hypotheses
  • Appendis A: Some mathematical tools
  • Appendix B: Nottion.