Pub. Date:
Cambridge University Press
Elements of Distribution Theory

Elements of Distribution Theory

by Thomas A. Severini


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Product Details

ISBN-13: 9781107630734
Publisher: Cambridge University Press
Publication date: 10/31/2011
Series: Cambridge Series in Statistical and Probabilistic Mathematics Series , #17
Pages: 528
Product dimensions: 6.97(w) x 9.96(h) x 1.10(d)

About the Author

Thomas A. Severini received his PhD in Statistics from the University of Chicago. He is now a Professor of Statistics at Northwestern University. He has also written Likelihood Methods in Statistics. He has published extensively in statistical journals such as Biometrika, the Journal of the American Statistical Association and the Journal of the Royal Statistical Society. He is a member of the Institute of Mathematical Statistics and the American Statistical Association.

Table of Contents

1. Properties of probability distributions; 2. Conditional distributions and expectation; 3. Characteristic functions; 4. Moments and cumulants; 5. Parametric families of distributions; 6. Stochastic processes; 7. Distribution theory for functions of random variables; 8. Normal distribution theory; 9. Approximation of integrals; 10. Orthogonal polynomials; 11. Approximation of probability distributions; 12. Central limit theorems; 13. Approximation to the distributions of more general statistics; 14. Higher-order asymptotic approximations.

What People are Saying About This

From the Publisher

"The most outstanding aspect of Elements of Distribution Theory is that it solidly fills a gap as an introductory coverage of approximation theory for probability distributions that gracefully avoids measure theory... Severini's proofs are clear, abundant, and illustrate the main techniques."
SIAM Review

"A powerful introduction to distribution theory and surveys in its 14 chapters... The book's material is invaluable and has a good presentation."
Hassan S. Bakouch, Tanta University

"The exposition is clear and solving the wide variety of exercises at the end of every chapter will be of help in understanding the subject better. Students wishing to learn distribution theory quickly without the use of measure theory will welcome this book."
Sreenivasan Ravi, Mathematical Reviews

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