Probability for Statisticians
Name: Probability for Statisticians
Author: Galen R. Shorack
Publisher: Springer
Series: Springer Texts in Statistics
Year: 2000
Volume: XVI
Pages: 585
Illustrations: 18
ISBN: 0-387-98953-6
Language: English
Filetype: Adobe PDF
Filesize: 3.92 Mb
Written for: Graduate students.
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Name: Probability for Statisticians
Author: Galen R. Shorack
Publisher: Springer
Series: Springer Texts in Statistics
Year: 2000
Volume: XVI
Pages: 585
Illustrations: 18
ISBN: 0-387-98953-6
Language: English
Filetype: Adobe PDF
Filesize: 3.92 Mb
Written for: Graduate students.
The choice of examples used in this text clearly illustrate its use for a one-year graduate course. The material to be presented in the classroom constitutes a little more than half the text, while the rest of the text provides background, offers different routes that could be pursued in the classroom, as well as additional material that is appropriate for self-study. Of particular interest is a presentation of the major central limit theorems via Steins method either prior to or alternative to a characteristic function presentation. Additionally, there is considerable emphasis placed on the quantile function as well as the distribution function, with both the bootstrap and trimming presented. The section on martingales covers censored data martingales.
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