Books in Statistics and probability

Extreme Value Theory in Engineering

1st Edition
August 28, 1988
Enrique Castillo
English
Hardback
9 7 8 0 1 2 1 6 3 4 7 5 9
eBook
9 7 8 0 0 8 0 9 1 7 2 5 2

This book is a comprehensive guide to extreme value theory in engineering. Written for the end user with intermediate and advanced statistical knowledge, it covers classical methods as well as recent advances. A collection of 150 examples illustrates the theoretical results and takes the reader from simple applications through complex cases of dependence.

Unimodality, Convexity, and Applications

1st Edition
July 28, 1988
Sudhakar Dharmadhikari + 1 more
English
eBook
9 7 8 0 0 8 0 9 1 7 6 6 5

In this book, the basic notions and tools of unimodality as they relate to probability and statistics are presented. In addition, many applications are covered; these include the use of unimodality to obtain monotonicity properties of power functions of multivariate tests, minimum volume confidence regions, and recurrence of symmetric random walks. The diversity of the applications will convince the reader that unimodality and convexity form an important tool in the hands of a researcher in probability and statistics.

Handbook of Econometrics

1st Edition
Volume 3
June 1, 1986
Michael D. Intriligator + 1 more
English
Hardback
9 7 8 0 4 4 4 8 6 1 8 7 0

The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.

Statistical Methods for Meta-Analysis

1st Edition
July 10, 1985
Larry V. Hedges + 1 more
English
Hardback
9 7 8 0 1 2 3 3 6 3 8 0 0
eBook
9 7 8 0 0 8 0 5 7 0 6 5 5

The main purpose of this book is to address the statistical issues for integrating independent studies. There exist a number of papers and books that discuss the mechanics of collecting, coding, and preparing data for a meta-analysis , and we do not deal with these. Because this book concerns methodology, the content necessarily is statistical, and at times mathematical. In order to make the material accessible to a wider audience, we have not provided proofs in the text. Where proofs are given, they are placed as commentary at the end of a chapter. These can be omitted at the discretion of the reader.Throughout the book we describe computational procedures whenever required. Many computations can be completed on a hand calculator, whereas some require the use of a standard statistical package such as SAS, SPSS, or BMD. Readers with experience using a statistical package or who conduct analyses such as multiple regression or analysis of variance should be able to carry out the analyses described with the aid of a statistical package.

Markov Chains

1st Edition
Volume 11
May 1, 1984
D. Revuz
English
Hardback
9 7 8 0 4 4 4 8 6 4 0 0 0
eBook
9 7 8 0 0 8 0 8 8 0 2 2 8

This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail.The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.

Probability Theory with Applications

1st Edition
February 1, 1984
M. M. Rao
English
eBook
9 7 8 0 0 8 0 9 2 5 3 6 3

The material in this book is designed for a standard graduate course on probability theory, including some important applications. It was prepared from the sets of lecture notes for a course that I have taught several times over the past 20 years. The present version reflects the reactions of my audiences as well as some of the textbooks that I used.

Spectral Analysis and Time Series, Two-Volume Set

1st Edition
Volume 1-2
October 27, 1982
M. B. Priestley
English
Paperback
9 7 8 0 1 2 5 6 4 9 2 2 3

A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from the physical sciences. Subjects covered include: spectral analysis which is closely intertwined with the "time domain" approach, elementary notions of Hilbert Space Theory, basic probability theory, and practical analysis of time series data. The inclusion of material on "kalman filtering", state-space filtering", "non-linear models" and continuous time" models completes the impressive list of unique and detailed features which will give this book a prominent position among related literature. The first section—Volume 1—deals with single (univariate) series, while the second—Volume 2—treats the analysis of several (multivariate) series and the problems of prediction, forecasting and control.

Stochastic Models, Estimation, and Control

1st Edition
Volume 3
August 25, 1982
Peter S. Maybeck
English
eBook
9 7 8 0 0 8 0 9 6 0 0 3 6

This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.

Stochastic Methods in Economics and Finance

1st Edition
Volume 17
December 1, 1981
A.G. Malliaris + 1 more
English
Hardback
9 7 8 0 4 4 4 8 6 2 0 1 3

Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itô's Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand for cash balances and an asset pricing model.

A Second Course in Stochastic Processes

1st Edition
April 28, 1981
Samuel Karlin + 1 more
English
Hardback
9 7 8 0 1 2 3 9 8 6 5 0 4

This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.

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