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Identifiability In Stochastic Models

  • 1st Edition - June 16, 1992
  • Latest edition
  • Author: B. L. S. Prakasa Rao
  • Language: English

The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics,… Read more

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Description

The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of "characterization problems" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.

Table of contents

Introduction. Identifiability of Probability Distributions of Real-Valued Random Variables Based on Some Funcions of Them. Identifiability of Probability Measures on Abstract Spaces. Identifiability for Some Types of Stochastic Processes. Generalized Convolutions. Identifiability in Some Econometric Models. Identifiability in Some Models for Reliability and Survival Analysis. Identifiability for Mixtures of Distributions. Chapter References. Index.

Product details

  • Edition: 1
  • Latest edition
  • Published: June 16, 1992
  • Language: English

About the author

BP

B. L. S. Prakasa Rao

B.L.S. Prakasa Rao Ph.D, FNA, FASc, FNASc, FAPAS is Professor Emeritus and former Director, Indian Statistical Institute, University of Hyderabad Campus, Hyderabad, India
Affiliations and expertise
Professor Emeritus, Indian Statistical Institute, New Delhi, India

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