Probability Theory and Mathematical Statistics

Author: Department of Applied Mathematics, Shanghai University of Finance and Economics
Publisher:
Publish Date: 2005-03-01
Features: This book provides a systematic and detailed introduction to probability theory and mathematical statistics. The book consists of eleven chapters, covering topics such as: events and probability, conditional probability and independence, random vectors and variables and their distributions, moments and characteristic functions, limit theorems, statistics and sampling distributions, parameter estimation, hypothesis testing, linear statistical inference, and an introduction to SAS software. Each chapter is accompanied by a sufficient number of exercises, with reference answers provided.