Random Variables and Probability Distributions
Part of Cambridge Tracts in Mathematics
- Author: H. Cramer, Stockholms Universitet
- Date Published: June 2004
- availability: Available
- format: Paperback
- isbn: 9780521604864
Paperback
Other available formats:
eBook
Looking for an inspection copy?
This title is not currently available on inspection
-
This tract develops the purely mathematical side of the theory of probability, without reference to any applications. When originally published, it was one of the earliest works in the field built on the axiomatic foundations introduced by A. Kolmogoroff in his book Grundbegriffe der Wahrscheinlichkeitsrechnung, thus treating the subject as a branch of the theory of completely additive set functions. The author restricts himself to a consideration of probability distributions in spaces of a finite number of dimensions, and to problems connected with the Central Limit Theorem and some of its generalizations and modifications. In this edition the chapter on Liapounoff's theorem has been partly rewritten, and now includes a proof of the important inequality due to Berry and Esseen. The terminology has been modernized, and several minor changes have been made.
Customer reviews
Not yet reviewed
Be the first to review
Review was not posted due to profanity
×Product details
- Date Published: June 2004
- format: Paperback
- isbn: 9780521604864
- length: 132 pages
- dimensions: 216 x 140 x 8 mm
- weight: 0.18kg
- availability: Available
Table of Contents
Preface to the first edition
Preface to the second edition
Preface to the third edition
Abbreviations
Part I. Principles:
1. Introductory remarks
2. Axioms and preliminary theorems
Part II. Distributions in R1:
3. General properties
4. Characteristic functions
5. Addition of independent variables
6. The normal distribution and the central limit theorem
7. Error estimation
8. A class of stochastic processes
Part III. Distributions in R2:
9. General properties
10. The normal distribution and the central limit theorem
Bibliography.
Related Books
related journals
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org
Register Sign in» Proceed
You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.
Continue ×Are you sure you want to delete your account?
This cannot be undone.
Thank you for your feedback which will help us improve our service.
If you requested a response, we will make sure to get back to you shortly.
×