Mathematical Statistics with Mathematica

Colin Rose, Murray D. Smith

482 pages, parution le 16/04/2001

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Résumé

This book and software package presents a unified approach for doing mathematical statistics with Mathematica. The mathStatica software empowers the student with the ability to solve difficult problems. The professional statistician will be able to tackle tricky multivariate distributions, generating functions, inversion theorems, symbolic maximum likelihood estimation, unbiased estimation, and the checking and correcting of textbook formulae. This is the ideal companion for researchers and students in statistics, econometrics, engineering, physics, psychometrics, economics, finance, biometrics, and the social sciences. The mathStatica CD-ROM includes: mathStatica: The Applications Pack for mathematical statistics, custom Mathematica palettes, live interactive book that is identical to the printed text, online help, trail version of Mathematica 4.0. Colin Rose is Director of the Theoretical Research Institute (Sydney). He has published in leading journals on computer algebra systems and their applications to statistics, economics, and finance. Murry Smith is a senior lecturer in the Department of Econometrics and Business Statistics at the University of Sydney. In 1998-99, he was awarded an Alexander von Humboldt Research Fellowship to visit the University of Munich. He publishes in the fields of statistics, econometric theory, and computer algebra systems.

Contents

Introduction.
Continuous Random Variables.
Discrete Random Variables.
Distributions of Functions of Random Variables.
Systems of Distributions.
Multivariate Distributions.
Moments of Sampling Distributions.
Asymptotic Theory.
Statistical Decision Theory.
Unbiased Parameter Estimation.
Principles of Maximum Likelihood Estimation.
Maximum Likelihood Estimation in Practice.

Appendix
Notes
References
Index

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Colin Rose, Murray D. Smith
Parution	16/04/2001
Nb. de pages	482
Format	18 x 26
Couverture	Relié
Poids	1092g
Intérieur	Noir et Blanc
EAN13	9780387952345
ISBN13	978-0-387-95234-5