# Mathematical Statistics, 2nd Edition

## Book Description

This textbook provides a broad and solid introduction to mathematical statistics, including the classical subjects hypothesis testing, normal regression analysis, and normal analysis of variance. In addition, non-parametric statistics and vectorial statistics are considered, as well as applications of stochastic analysis in modern statistics, e.g., Kolmogorov-Smirnov testing, smoothing techniques, robustness and density estimation. For students with some elementary mathematical background. With many exercises. Updated, complete Solutions Manual available on request Prerequisites from measure theory and linear algebra are presented.

### Table of Contents

Chapter 1. Probability theory

Chapter 2. Statistics and their probability distributions, estimation theory

Chapter 3. Hypothesis tests

Chapter 4. Simple regression analysis

Chapter 5. Normal analysis of variance

Chapter 6. Non-parametric methods

Chapter 7. Stochastic analysis and its applications in statistics

Chapter 8. Vectorial statistics

Appendix A. Lebesgueâ€™s convergence theorems

Appendix B. Product measures

Appendix C. Conditional probabilities

Appendix D. The characteristic function of the Cauchy distribution

Appendix E. Metric spaces, equicontinuity

Appendix F. The Fourier transform and the existence of stoutly tailed distributions

## Book Details

- Title: Mathematical Statistics, 2nd Edition
- Author: Wiebe R. Pestman
- Length: 597 pages
- Edition: 2
- Language: English
- Publisher: Walter de Gruyter
- Publication Date: 2009-04-20
- ISBN-10: 3110208520
- ISBN-13: 9783110208528

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