Probability Theory and Mathematical Statistics

Author: Zhang Congjun et al.
Publisher:
Publish Date: 2006-12-01
Features: This book is one of the "Economic Mathematics Foundation Textbooks for Higher Education Institutions," serving as a teaching material for the second-year undergraduate probability theory and mathematical statistics courses in finance and economics majors. In addition to introducing the basic content of probability theory and mathematical statistics, the book pays special attention to their economic applications and includes additional content on relevant mathematical software as well as the basic methods of mathematical modeling. The main content of the book includes chapters on random events and random variables, two-dimensional random variables and their joint probability distributions, the digital characteristics of random variables, statistical estimation methods, statistical testing methods, regression analysis, and analysis of variance, among others. It is accompanied by a sufficient number of exercises, and the book also includes three appendices and seven tables at the end, such as "The Inevitable Laws of Random Events." The book adheres to the basic principles of the problem-based teaching method. For many mathematical concepts, it begins by introducing economic problems, then introduces the mathematical concepts, presents the mathematical tools, and finally solves the proposed problems. This approach helps students understand the practical context and enhances their learning motivation. The book provides detailed introductions to relevant mathematical software, laying a foundation for students' future research and employment. The fundamental ideas and methods of mathematical modeling are integrated throughout the book, guiding students to apply what they have learned and combine theory with practice. Therefore, this book can be maximally adapted to the needs of finance and economics majors studying this course and subsequent courses, as well as the needs of those preparing for postgraduate studies and future careers in finance-related fields. This book is suitable as a teaching material for probability theory and mathematical statistics courses in finance and economics majors at higher education institutions, and it can also be used for self-study by students and as a reference for economic workers and relevant teachers.