Mathematical Statistics for Economics and Business
Springer-Verlag New York Inc.
978-1-4614-5021-4 (ISBN)
After introducing the concepts of probability, random variables, and probability density functions, the author develops the key concepts of mathematical statistics, most notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted to the theories of estimation and hypothesis testing withassociated examples and problems that indicate their wide applicability in economics and business. Features of the new edition include: a reorganization of topic flow and presentation to facilitate reading and understanding; inclusion of additional topics of relevance to statistics and econometric applications; a more streamlined and simple-to-understand notation for multiple integration and multiple summation over general sets or vector arguments; updated examples; new end-of-chapter problems; a solution manual for students; a comprehensive answer manual for instructors; and a theorem and definition map.
This book has evolved from numerous graduate courses in mathematical statistics and econometrics taught by the author, and will be ideal for students beginning graduate study as well as for advanced undergraduates.
Ron Mittelhammer is a Regents Professor of Economic Sciences and Statistics at Washington State University. He is also a Fellow of the Journal of Econometrics, a Fellow of the Agricultural and Applied Economics Association (AAEA), and a Distinguished Scholar of the Western Ag. Economics Association. He has over 250 publications and presentations to his credit, including 100 refereed journal publications. He is a celebrated teacher at the graduate level, receiving national and university-wide awards for instruction, including the AAEA Award for Distinguished Graduate Teaching, the Washington State University Sahlin Faculty Excellence Award in Teaching, and the WSU-CAHNRS Teaching Excellence Award. He served as President-Elect, President, and Past-President of the AAEA from 2008-2011.
Elements of Probability Theory.- Random Variables, Densities, and Cumulative Distribution Functions.- Expectations and Moments of Random Variables.- Parametric Families of Density Functions.- Basic Asymptotics.- Sampling, Sample Moments, Sampling Distributions, and Simulation.- Point Estimation Theory.- Point Estimation Methods.- Hypothesis Testing Theory.- Hypothesis Testing Methods and Confidence Regions.- Appendix.
Erscheint lt. Verlag | 6.3.2013 |
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Zusatzinfo | XXIX, 755 p. |
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 210 x 279 mm |
Themenwelt | Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik |
Mathematik / Informatik ► Mathematik ► Statistik | |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
Schlagworte | asymptotics • Density Functions • Econometrics textbook • Mathematical statistics textbook • Mathematische Statistik • Point Estimation Theory • Probability Theory • Wirtschaft |
ISBN-10 | 1-4614-5021-7 / 1461450217 |
ISBN-13 | 978-1-4614-5021-4 / 9781461450214 |
Zustand | Neuware |
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