Probability and Statistical Inference
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Probability and Statistical Inference
Product Details
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Publisher: CRC Press
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Author: Mukhopadhyay
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Language: English
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Edition: 1st Edition
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ISBN: 9780367474492
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Pages: 690
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Cover: Paperback
About the Book
"Probability and Statistical Inference" by Mukhopadhyay is a meticulously organized and comprehensive textbook that offers a rigorous exploration of probability and statistical inference. Designed as a tutorial, it skillfully combines theoretical concepts with practical applications, employing worked examples, exercises, figures, tables, and computer simulations to enhance understanding and illustrate key ideas.
The book begins with an introduction to basic probability theory and gradually delves into more advanced topics, making it an ideal resource for graduate and upper-level undergraduate students. Some of the key subjects covered include the helmet transformation for normal distributions, exponential distributions, convergence in probability and distribution, and the central limit theorem (CLT) for the sample variance.
The text also introduces essential statistical concepts such as sampling distributions, moment estimators, maximum likelihood estimators (MLE), Rao-Blackwellization, and the Cramér-Rao inequality. Moreover, it explores advanced topics like uniformly minimum variance unbiased estimators (UMVUE), Lehmann-Scheffé theorems, Bayesian methods, and the Monotone Likelihood Ratio (MLR) property.
With over 1400 equations throughout, the book reinforces its material, offering in-depth coverage of fundamental and advanced statistical inference. Ideal for first-year graduate and upper-level undergraduate courses in probability and statistics, it also serves as a valuable supplemental text for advanced classes in statistical inference or decision theory.
This textbook not only explains statistical techniques but also provides historical context, featuring biographical notes on influential statisticians, enriching the learning experience with both theory and the historical evolution of statistical science.
