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Probability Theory and Statistical Inference de Aris Spanos

Probability Theory and Statistical Inference

Autor Aris Spanos
en Limba Engleză Paperback – 12 ian 2015
This major textbook is intended for students taking introductory courses in Probability Theory and Statistical Inference. The text is extremely student-friendly, with pathways designed for semester usage, and although aimed primarily at students of econometrics and economics, will have considerable utility for courses in all disciplines using observational data.
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Specificații

ISBN-13: 9780521424080
ISBN-10: 0521424089
Pagini: 844
Ilustrații: 136 tables
Dimensiuni: 170 x 244 x 45 mm
Greutate: 1.32 kg
Ediția:New.
Editura: Cambridge University Press
Locul publicării:Cambridge, United Kingdom

Cuprins

1. An introduction to empirical modeling; 2. Probability theory as a modeling framework; 3. The concept of a probability model; 4. A simple statistical model; 5. Chance regularities and probabilistic concepts; 6. Statistical models and dependence; 7. Regression models; 8. Introduction to stochastic processes; 9. Limit theorems in probability; 10. From probability theory to statistical inference; 11. Estimation I: properties of estimators; 12. Estimation II: methods of estimation; 13. Hypothesis testing; 14. Linear regression and related models; 15. Mis-specification (M-S) testing.